Timeline for Differentiability of stochastic process
Current License: CC BY-SA 3.0
6 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Nov 21, 2015 at 5:15 | vote | accept | mcsanchez | ||
| Nov 21, 2015 at 4:49 | comment | added | mcsanchez | Thanks @Serguei. Yes, for every $t$, the variance of the random variable $X_t$ should be defined. | |
| Nov 20, 2015 at 11:05 | answer | added | Michael | timeline score: 1 | |
| Nov 20, 2015 at 10:23 | comment | added | Serguei Popov | You want an example where the variance always exists, right? Otherwise, you could take a r.v. $\xi$ with nonexistent 2nd moment, and let $X_t=\xi t$. | |
| Nov 20, 2015 at 8:35 | review | First posts | |||
| Nov 20, 2015 at 8:39 | |||||
| Nov 20, 2015 at 8:31 | history | asked | mcsanchez | CC BY-SA 3.0 |