Timeline for Differentiability of stochastic process
Current License: CC BY-SA 3.0
5 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Nov 23, 2015 at 9:47 | comment | added | Michael | Gaussians will not work. If they are Gaussian they answer to your question is no, if the pointwise limit of the difference quotient exists then the variance must converge, You can see this via ptwise implies in distribution implies cnvgs of characteristic fctns implies cnvgs of variance. | |
| Nov 21, 2015 at 5:15 | vote | accept | mcsanchez | ||
| Nov 21, 2015 at 5:09 | comment | added | mcsanchez | Thanks @Michael. It seems like Gaussians with mean $1/n$ and variance $1/n^2$ would work. | |
| Nov 21, 2015 at 4:51 | review | Suggested edits | |||
| Nov 21, 2015 at 5:27 | |||||
| Nov 20, 2015 at 11:05 | history | answered | Michael | CC BY-SA 3.0 |