Timeline for Solving SDE with sign function in drift term?
Current License: CC BY-SA 4.0
14 events
| when toggle format | what | by | license | comment | |
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| Oct 5 at 11:09 | history | bumped | CommunityBot | This question has answers that may be good or bad; the system has marked it active so that they can be reviewed. | |
| Jun 7 at 11:02 | history | bumped | CommunityBot | This question has answers that may be good or bad; the system has marked it active so that they can be reviewed. | |
| Feb 8 at 10:09 | history | bumped | CommunityBot | This question has answers that may be good or bad; the system has marked it active so that they can be reviewed. | |
| Oct 11, 2023 at 10:05 | history | bumped | CommunityBot | This question has answers that may be good or bad; the system has marked it active so that they can be reviewed. | |
| Jun 13, 2023 at 9:07 | history | bumped | CommunityBot | This question has answers that may be good or bad; the system has marked it active so that they can be reviewed. | |
| Feb 13, 2023 at 9:02 | history | bumped | CommunityBot | This question has answers that may be good or bad; the system has marked it active so that they can be reviewed. | |
| Jan 14, 2023 at 8:23 | answer | added | Thomas Kojar | timeline score: 0 | |
| Feb 8, 2021 at 12:09 | comment | added | mike | unitl it hits 0 it satisfies the equation of geometric brownian motion, and since a geometric brownian motion does not hit 0, you are done. | |
| Feb 8, 2021 at 9:19 | comment | added | Van Tom | @mike I did think about this, but I do not know how to show it never hits zero. | |
| Feb 8, 2021 at 9:17 | comment | added | mike | show it never hits zero, then the sign($X_t$) is moot. | |
| S Feb 8, 2021 at 8:46 | history | suggested | gmvh |
Added top-level tag
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| Feb 8, 2021 at 8:20 | review | Suggested edits | |||
| S Feb 8, 2021 at 8:46 | |||||
| Feb 8, 2021 at 5:41 | review | First posts | |||
| Feb 8, 2021 at 8:17 | |||||
| Feb 8, 2021 at 5:33 | history | asked | Van Tom | CC BY-SA 4.0 |