Timeline for "Сross сubic variation" of two Brownian motions and interpretation of the simulation result
Current License: CC BY-SA 4.0
2 events
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| Aug 1, 2019 at 11:07 | comment | added | Stephen Paul | Thanks! And If we assume the function $f$ is smooth and sufficiently regular, could we find something more about $\tilde B_{t}$ ? I'm confused why a Brownian motion independent of both $W$ and $B$ would appear in this question. | |
| Aug 1, 2019 at 8:16 | history | answered | Martin Hairer | CC BY-SA 4.0 |