Timeline for Covariance of the product of a stochastic integral and riemann integral
Current License: CC BY-SA 3.0
6 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Mar 28, 2017 at 10:34 | vote | accept | Tom | ||
| Mar 28, 2017 at 8:53 | answer | added | JGWang | timeline score: 1 | |
| Mar 25, 2017 at 8:49 | comment | added | Tom | The filtration $\mathcal{F}_{t}:=\sigma (B(t),W(t):t\geq 0)$ | |
| Mar 24, 2017 at 3:04 | comment | added | JGWang | What is your filtration $\{\mathcal{F}_t, t\ge 0\}$, the stochastic integrals and covariation $\langle B,W\rangle$ need it. | |
| Mar 21, 2017 at 18:14 | review | First posts | |||
| Mar 21, 2017 at 18:35 | |||||
| Mar 21, 2017 at 18:07 | history | asked | Tom | CC BY-SA 3.0 |