Timeline for Joint distribution of integrals of diffusion and driving noise
Current License: CC BY-SA 3.0
8 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| May 3, 2019 at 21:14 | vote | accept | user78370 | ||
| Apr 13, 2017 at 12:19 | history | edited | CommunityBot |
replaced http://math.stackexchange.com/ with https://math.stackexchange.com/
|
|
| Oct 29, 2016 at 0:01 | history | edited | user78370 | CC BY-SA 3.0 |
edited body
|
| Oct 28, 2016 at 23:40 | answer | added | Nawaf Bou-Rabee | timeline score: 3 | |
| Oct 28, 2016 at 21:55 | comment | added | user78370 | For example, in Wikipedia's formulation of F-K (en.wikipedia.org/wiki/Feynman-Kac_formula), I would set $f=0$, $\psi=1$, and $V(x)=\mu x$, and thus potentially obtain the Laplace transform. | |
| Oct 28, 2016 at 21:50 | comment | added | Nawaf Bou-Rabee | How does Feynman-Kac give the distribution of $J$? In the form I am familiar with, it gives the expected value of J. | |
| Oct 28, 2016 at 21:47 | history | edited | user78370 | CC BY-SA 3.0 |
deleted 5 characters in body
|
| Oct 28, 2016 at 21:01 | history | asked | user78370 | CC BY-SA 3.0 |