Timeline for Solve $\inf_{ X: |X| \le a \text{ a.s.}} E \left[ \frac{1}{1+(X-X^\prime)^2} \right] $
Current License: CC BY-SA 3.0
2 events
| when toggle format | what | by | license | comment | |
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| Sep 14, 2017 at 18:20 | comment | added | Boby | Why in the ito formula do you have a second derivative of $g$ and the first? Is this something specific to the ito formula. | |
| Sep 13, 2017 at 8:59 | history | answered | RaphaelB4 | CC BY-SA 3.0 |