Skip to main content
11 events
when toggle format what by license comment
Nov 9, 2019 at 21:00 comment added Mateusz Kwaśnicki There was a problem with the third "easy-to-do". I added additional details, but some are still missing.
Nov 9, 2019 at 20:58 history edited Mateusz Kwaśnicki CC BY-SA 4.0
added 3409 characters in body
Nov 9, 2019 at 18:46 comment added Bjørn Kjos-Hanssen Great, I feel like this could be a paper
Nov 9, 2019 at 18:27 vote accept Bjørn Kjos-Hanssen
Nov 9, 2019 at 8:45 comment added Mateusz Kwaśnicki Have you seen the edit at the bottom (the "Easy-to-see 1")? Essentially: $\phi$ is monotone, because it is continuous; and it is continuous, because $\phi(W_t)$ is continuous, and $W_t$ is sufficiently "generic" with probability one. (In fact it is sufficient to know that $W_t$ takes every real value, but that would take longer to write.)
Nov 8, 2019 at 23:46 comment added Mateusz Kwaśnicki I have added some details to the first two claims without a rigorous proof.
Nov 8, 2019 at 23:46 history edited Mateusz Kwaśnicki CC BY-SA 4.0
added 1092 characters in body
Nov 8, 2019 at 22:39 comment added Mateusz Kwaśnicki I have heavily edited the answer. I did not have time to think carefully about the details, so I will not be surprised if it is still wrong. And in any case it is rather sketchy; sorry for that.
Nov 8, 2019 at 22:36 history edited Mateusz Kwaśnicki CC BY-SA 4.0
added 1102 characters in body
Nov 8, 2019 at 19:55 comment added Mateusz Kwaśnicki Ah, of course you're right. I somehow thought that $f$ must map level sets of $W_t$ into the level sets of $V_t$ corresponding to the same value. I will think about the fix.
Nov 8, 2019 at 10:32 history answered Mateusz Kwaśnicki CC BY-SA 4.0