Timeline for Intuition about Skorohod integral
Current License: CC BY-SA 3.0
5 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Nov 26, 2015 at 10:56 | comment | added | The Bridge | @ Martin Hairer : The best explanation I have read ever on this subject. Brilliant. Thank's for sharing your thoughts. NB: I know that such type of comments are to be avoided but nonetheless I couldn't help it. Best regards. | |
| Nov 25, 2015 at 6:50 | comment | added | user3353819 | and mathoverflow.net/questions/172061/… | |
| Nov 25, 2015 at 2:00 | comment | added | user3353819 | See for example books.google.com.au/… | |
| Nov 25, 2015 at 1:54 | comment | added | user3353819 | A lot to think about there. I was making some process by relating skorohod integrals to wick calculus and thus decomposing them as wick-Riemann sums. As I understand it $A\diamond dx=Adx-E[A]dx-AE[dx]+2E[A]E[dx]-E[Adx]$. Is this what you mean by there being no way to approximate the Skorohod integral with a SINGLE realisation (my emphasis) as you require statistical properties of the integrand/integrator etc? Is what I'm saying remotely correct? | |
| Nov 24, 2015 at 19:42 | history | answered | Martin Hairer | CC BY-SA 3.0 |