Timeline for Brownian motion and its maximum and its minimum
Current License: CC BY-SA 3.0
7 events
| when toggle format | what | by | license | comment | |
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| Aug 7, 2017 at 17:36 | answer | added | Nate Eldredge | timeline score: 4 | |
| Aug 7, 2017 at 17:32 | comment | added | Nate Eldredge | If it's true, it ought to be possible to prove by similar techniques to $(M_t, W_t)$. Have you tried to work through it? For instance, I would guess that the Malliavin calculus approach would work. On the other hand, if you can calculate formally what the density "should" be, then you can probably turn that into a proof that it really is. | |
| Aug 7, 2017 at 17:07 | history | edited | Henry.L | CC BY-SA 3.0 |
added 40 characters in body; edited tags
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| Aug 7, 2017 at 16:40 | history | edited | Seongqjini | CC BY-SA 3.0 |
added 2 characters in body
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| Aug 6, 2017 at 13:16 | review | First posts | |||
| Aug 6, 2017 at 13:19 | |||||
| Aug 6, 2017 at 13:14 | history | edited | YCor |
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| Aug 6, 2017 at 13:12 | history | asked | Seongqjini | CC BY-SA 3.0 |