Timeline for Continuity in intial state of Brownian Motion
Current License: CC BY-SA 2.5
4 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Aug 1, 2010 at 11:26 | comment | added | The Bridge | That's right, sorry for that. | |
| Aug 1, 2010 at 5:22 | comment | added | kenneth | Hi, Bridge, $B_\tau = B(\tau, \omega)$, and I guess your expression is true only if $\tau$ is not correlated to $\omega$, i.e. $P^{x}(d \tau \otimes d \omega) = P^{x}(d \tau) P^{x}(d \omega)$. | |
| Aug 1, 2010 at 2:36 | comment | added | kenneth | Hi, Bridge, Thank you very much for your suggestions. One confuse thing is that, the cdf of $\tau$ depends on starting point $x$, i.e. $\tau$ has different distribution under $P^x$. | |
| Aug 1, 2010 at 0:35 | history | answered | The Bridge | CC BY-SA 2.5 |