Timeline for Does the density of a stopped drifted Brownian motion vanish at zero?
Current License: CC BY-SA 4.0
10 events
| when toggle format | what | by | license | comment | |
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| Apr 6, 2022 at 11:56 | comment | added | GJC20 | Yes. I have opened a new post mathoverflow.net/questions/419616/… while no answer is given up to now. There is no rush. Whenever you have time, I do appreciate that you may answer the question. If you wish, we may also exchange via email. Thank you so much for the help | |
| Apr 5, 2022 at 15:57 | comment | added | Mateusz Kwaśnicki | I guess it is better to post this as another question. I will not be able to answer, though, unfortunately I have no time for MO these days. | |
| Apr 4, 2022 at 15:05 | comment | added | GJC20 | If needed, I can formulate my question in another post | |
| Apr 4, 2022 at 15:04 | comment | added | GJC20 | Dear Mateusz, I returned to the case where $b$ is an adapted process, i.e. $b=g(t,Y_t)$ for some suitable function $g$. Could you please detail how to show the density function continuously vanishing at zero? Thank you very much | |
| Dec 2, 2021 at 11:37 | comment | added | GJC20 | Really nice idea! | |
| Dec 2, 2021 at 11:37 | vote | accept | GJC20 | ||
| Dec 2, 2021 at 11:37 | comment | added | GJC20 | I mean $\tilde W_t$ (or $\tilde W(t)$). $W(t)$ is fine as it is consistent here. Thanks so much! | |
| Dec 2, 2021 at 11:35 | comment | added | Mateusz Kwaśnicki | If you mean $W_t$ vs. $W(t)$ — done. (I am so much used to mixing both notations that I do not even notice the difference, sorry.) | |
| Dec 2, 2021 at 11:35 | history | edited | Mateusz Kwaśnicki | CC BY-SA 4.0 |
added 2 characters in body
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| Dec 2, 2021 at 0:13 | history | answered | Mateusz Kwaśnicki | CC BY-SA 4.0 |