Timeline for Alternate proof of Levy’s characterisation of Brownian motion
Current License: CC BY-SA 4.0
10 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Dec 9, 2022 at 13:51 | vote | accept | Nate River | ||
| S Dec 9, 2022 at 13:51 | history | bounty ended | Nate River | ||
| S Dec 9, 2022 at 13:51 | history | notice removed | Nate River | ||
| Dec 8, 2022 at 22:42 | vote | accept | Nate River | ||
| Dec 9, 2022 at 13:51 | |||||
| Dec 8, 2022 at 21:07 | answer | added | Kostya_I | timeline score: 1 | |
| S Dec 8, 2022 at 12:55 | history | bounty started | Nate River | ||
| S Dec 8, 2022 at 12:55 | history | notice added | Nate River | Draw attention | |
| Mar 9, 2022 at 15:47 | comment | added | Thomas Kojar | follow-up to Kurt: almostsuremath.com/2010/04/13/… but even here we need to use a bit of characteristic. | |
| Mar 9, 2022 at 11:14 | comment | added | Kurt G. | Not rigorous but quite intuitive I think: suppose there is a BM $W$ and a predictable process $f$ such that $X_t=\int_0^tf_s\,dW_s$ then $\langle X,X\rangle_t=\int_0^tf^2_s\,ds=t$ which only holds for $f\equiv 1$. | |
| Mar 9, 2022 at 5:29 | history | asked | Nate River | CC BY-SA 4.0 |