Timeline for Convergence of an integral with respect to the Wiener measure
Current License: CC BY-SA 4.0
8 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| May 26, 2018 at 18:02 | vote | accept | asv | ||
| May 26, 2018 at 16:52 | answer | added | Alex M. | timeline score: 1 | |
| May 26, 2018 at 16:44 | comment | added | asv | @fedja: Thanks. It seems to be the final answer. | |
| May 26, 2018 at 16:43 | comment | added | asv | @NateEldredge: Most probably you are right. | |
| May 26, 2018 at 16:35 | comment | added | fedja | Assuming Nate's interpretation, any bounded from below $V$ will do and, moreover, any $V(x)\ge -o(x^2)$ is fine too (just use Jensen and the fact that $X(\tau)$ is Gaussian for all $\tau$). | |
| May 26, 2018 at 16:04 | comment | added | Nate Eldredge | So to rephrase this in probabilistic notation, it seems that you're looking for $\mathbb{E}[\exp(-\int_0^L V(X(\tau))\,d\tau)]$ where $X$ is a Brownian bridge starting at $a$ and ending at $b$. | |
| May 26, 2018 at 13:25 | history | edited | asv | CC BY-SA 4.0 |
deleted 1 character in body
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| May 26, 2018 at 12:56 | history | asked | asv | CC BY-SA 4.0 |