Timeline for Matching Stochastic Flows
Current License: CC BY-SA 4.0
7 events
| when toggle format | what | by | license | comment | |
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| Dec 16, 2018 at 13:45 | comment | added | Dan | Yes, because the "product measure" operation is continuous. That is, $\mathcal{P}_2(\mathbb{R})^2 \ni (\mu,\nu) \mapsto \mu \times \nu \in \mathcal{P}_2(\mathbb{R}^2)$ is continuous. I don't know of a reference for this off the top of my head, but its proof is pretty straightforward. | |
| Dec 15, 2018 at 20:27 | comment | added | White | In this case is $ t \mapsto \mu_t \times \nu_t$ still continuous ? | |
| Dec 14, 2018 at 18:50 | comment | added | Dan | Then just take the product measure $\Phi(\mu)_t = \mu_t \times \nu_t$... | |
| Dec 13, 2018 at 16:16 | comment | added | White | thank you, the first marginal should match $\mu.$ | |
| Dec 13, 2018 at 16:15 | history | edited | White | CC BY-SA 4.0 |
added 88 characters in body
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| Dec 13, 2018 at 16:07 | comment | added | Dan | Are you sure you're stating the question correctly? The input $\mu$ to your function has no bearing on the condition you require of the output. The way you have stated it, the answer is trivially yes. For example, take $\Phi(\mu)_t = \delta_0 \times \nu_t$. | |
| Dec 5, 2018 at 11:42 | history | asked | White | CC BY-SA 4.0 |