Timeline for "Сross сubic variation" of two Brownian motions and interpretation of the simulation result
Current License: CC BY-SA 4.0
6 events
| when toggle format | what | by | license | comment | |
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| Sep 28, 2020 at 17:22 | comment | added | Bjørn Kjos-Hanssen | The standard deviation you mention looks like $\sqrt 3$. If you calculate the variance of $S$ it is hopefully 3 using known results about Var($W^2B$) where $W$ and $B$ are independent normals. (Converted my old answer into a comment.) | |
| Aug 1, 2019 at 8:16 | answer | added | Martin Hairer | timeline score: 4 | |
| Aug 1, 2019 at 7:28 | history | edited | Stephen Paul | CC BY-SA 4.0 |
edited body
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| Aug 1, 2019 at 7:23 | history | edited | Bjørn Kjos-Hanssen | CC BY-SA 4.0 |
added 3 characters in body
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| Aug 1, 2019 at 7:17 | history | edited | user64494 | CC BY-SA 4.0 |
Typos in the title.
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| Aug 1, 2019 at 7:09 | history | asked | Stephen Paul | CC BY-SA 4.0 |