Timeline for Walker whose Velocity is a Brownian Bridge
Current License: CC BY-SA 3.0
5 events
| when toggle format | what | by | license | comment | |
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| Jan 23, 2018 at 19:16 | comment | added | Nawaf Bou-Rabee | ... (v) books.google.com/… | |
| Jan 23, 2018 at 19:16 | comment | added | Nawaf Bou-Rabee | @NieldeBeaudrap Here are some online resources: (i) page 10 of math.nus.edu.sg/~matloujh/ma4265/ito-3.pdf, (ii) books.google.com/…, (iii) math.stackexchange.com/questions/115727/… , (iv) math.stackexchange.com/questions/408620/brownian-bridge?rq=1, and ... | |
| Jan 23, 2018 at 18:06 | comment | added | Niel de Beaudrap | Belated thanks! I appreciate the link to the exercise sheet. But is there perhaps a set of lecture notes (in English) for the material which would've me the background information to carry out such an exercise myself --- assuming of course that you prefer not to point to an actual derivation which I could use as a bibliographical reference? (Have pity on a poor computer scientist!) | |
| Jan 15, 2018 at 14:19 | history | edited | Nawaf Bou-Rabee | CC BY-SA 3.0 |
added a reference and some discussion at the end
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| Jan 15, 2018 at 13:28 | history | answered | Nawaf Bou-Rabee | CC BY-SA 3.0 |