Timeline for Intuition and/or visualisation of Itô integral/Itô's lemma
Current License: CC BY-SA 3.0
4 events
when toggle format | what | by | license | comment | |
---|---|---|---|---|---|
Feb 15, 2017 at 20:27 | comment | added | Lepidopterist | This argument seems strange to me, because when writing the Riemann sum the value of $W(t_n)$ does not covary with the sign of the difference $(W(t_n+1) - W(t_n))=:dW$, unless I am missing something. | |
Feb 17, 2015 at 22:38 | review | Late answers | |||
Feb 17, 2015 at 23:16 | |||||
Feb 17, 2015 at 22:23 | review | First posts | |||
Feb 17, 2015 at 22:50 | |||||
Feb 17, 2015 at 22:21 | history | answered | foobar | CC BY-SA 3.0 |