Notice removed Canonical answer required by CommunityBot

occurred Dec 19, 2017 at 13:59

Bounty Ended with Henry.L's answer chosen by CommunityBot

occurred Dec 19, 2017 at 13:59

edited tags; edited title

Link

edited Dec 11, 2017 at 15:30

Henry.L

8.1k
8
48
74

Differentiable Is there a differentiable random walk?

Notice added Canonical answer required by badmf

occurred Dec 11, 2017 at 12:27

Bounty Started worth 50 reputation by badmf

occurred Dec 11, 2017 at 12:27

added 173 characters in body

Source Link

edited Sep 2, 2017 at 13:05

user114084

111
4

Is there a random walk which is differentiable or smooth? Like brownian motion except smoothed out on small distances. I was wondering if there is a "natural" or "canonical" analogue of brownian motion for differentiable curves, it will obviously have some scale parameter associated to it.

Source Link

asked Sep 2, 2017 at 12:11

user114084

111
4

Differentiable random walk

Is there a random walk which is differentiable or smooth? Like brownian motion except smoothed out on small distances

stochastic-processes random-walks

Stack Exchange Network

Return to Question

Differentiable Is there a differentiable random walk?

Differentiable random walk