Timeline for Question about the exit time of a time-homogeneous Itô diffusion
Current License: CC BY-SA 4.0
8 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Aug 2, 2020 at 15:20 | comment | added | Stephan Sturm | @香结丁 No issue. Thank you! | |
| Aug 2, 2020 at 10:36 | comment | added | 香结丁 | So sorry for accepting your answer so late. I am a new user, I just know I can accept one's answer. | |
| Aug 2, 2020 at 10:32 | vote | accept | 香结丁 | ||
| Apr 20, 2020 at 7:30 | comment | added | 香结丁 | Thanks very much! | |
| Apr 14, 2020 at 6:46 | comment | added | Stephan Sturm | I tried to address your question by expanding my answer. | |
| Apr 14, 2020 at 6:45 | history | edited | Stephan Sturm | CC BY-SA 4.0 |
Added material addressing the question in the comment
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| Apr 13, 2020 at 8:51 | comment | added | 香结丁 | Thank you so much!!! Since I just studied Dambis-Dubins-Schwarz Theorem in the last class, this is the solution I really want. But I have another question: how to calculate $<M, M>_t$? (It seems to be somewhat difficult as it includes an integral.) | |
| Apr 13, 2020 at 6:58 | history | answered | Stephan Sturm | CC BY-SA 4.0 |