Timeline for How to Calculate the Expectation and Variance for Stochastic Integral with correlated Brownian Motions
Current License: CC BY-SA 3.0
2 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Jan 30, 2020 at 8:16 | comment | added | Chaos | pretty old question, but still, isn't there a missing square in the last line? The stochastic integral should be squared inside the expectation sign. | |
| Mar 29, 2017 at 3:32 | history | answered | JGWang | CC BY-SA 3.0 |