Timeline for Diverging solution to a SDE
Current License: CC BY-SA 4.0
10 events
| when toggle format | what | by | license | comment | |
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| Mar 25, 2020 at 17:49 | history | edited | Pierre PC | CC BY-SA 4.0 |
Decluttered.
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| Mar 25, 2020 at 16:06 | comment | added | Fulgrim | Yes thank you very much ! I achieved the proof by myself yesterday, and I used the comparison with the deterministic situation as well. I have previously solved the deterministic equation in all possible case so the fact is implied by this previous work. Your second proof is quite clear though :) | |
| Mar 25, 2020 at 14:34 | comment | added | Pierre PC | It should now be complete. I feel like the proofs of the fact are somewhat inefficient, but I cannot find something more convincing. Tell me which one you prefer and I will delete the other. | |
| Mar 25, 2020 at 14:32 | history | edited | Pierre PC | CC BY-SA 4.0 |
Cleaned part of the proof.
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| Mar 25, 2020 at 14:08 | history | edited | Pierre PC | CC BY-SA 4.0 |
Councluded the argument, with the finite time explosion.
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| Mar 25, 2020 at 12:28 | comment | added | Pierre PC | You are absolutely right! I forgot to add the end of the argument, I'll edit in a bit. | |
| Mar 25, 2020 at 0:19 | comment | added | Fulgrim | Great, thanks for the trick ! But if I'm not missing something, I think that we have just showed that $X_t$ diverges almost surely to infinity. We do not have showed that it's in finite time. But I should be able to conclude by myself though. | |
| Mar 24, 2020 at 23:04 | vote | accept | Fulgrim | ||
| Mar 24, 2020 at 3:43 | history | edited | Pierre PC | CC BY-SA 4.0 |
Corrected strange bracket behaviour.
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| Mar 24, 2020 at 1:33 | history | answered | Pierre PC | CC BY-SA 4.0 |