Timeline for Probability that a drifted Gaussian process does not hit zero
Current License: CC BY-SA 4.0
12 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Sep 22, 2022 at 11:00 | 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. | |
| Aug 23, 2022 at 11:48 | comment | added | Iosif Pinelis | @NawafBou-Rabee : Thank you for your comment. | |
| Aug 23, 2022 at 10:30 | history | edited | Nawaf Bou-Rabee |
added sde tag
|
|
| Aug 23, 2022 at 10:23 | comment | added | Nawaf Bou-Rabee | @IosifPinelis the requested formula is a byproduct of mathoverflow.net/a/424512/64449 | |
| Aug 23, 2022 at 10:01 | 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. | |
| Apr 25, 2022 at 8:04 | 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. | |
| Dec 26, 2021 at 7:07 | 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. | |
| Nov 26, 2021 at 6:17 | comment | added | user128095 | @ThomasKojar Thanks for the nice observation. I tried to do some calculus following your idea, and it needs the joint law of the stochastic integral and running mininum | |
| Nov 26, 2021 at 6:16 | answer | added | user128095 | timeline score: 1 | |
| Nov 25, 2021 at 23:14 | comment | added | Thomas Kojar | the Ito integral is a time-changed Brownian motion, so then Xt is time-changed Brownian motion with a drift of different time though. From there maybe you can at least get some bounds. | |
| Nov 25, 2021 at 21:52 | comment | added | Iosif Pinelis | I don't think such a formula can exist. | |
| Nov 25, 2021 at 21:48 | history | asked | user128095 | CC BY-SA 4.0 |