Timeline for For stochastic process $X_t$ with marginals $\mu_t$, is it true that the sample-path continuity of $X_t$ implies $\mu_t$ is weakly continuous in $t$?
Current License: CC BY-SA 4.0
3 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| May 25, 2022 at 15:39 | vote | accept | Dongwei | ||
| May 24, 2022 at 15:50 | comment | added | Dongwei | I forget to mention that $(\{\mu_t\})_{t \in [0,1]}$ are probability measures on $\mathbb{R}$, and thanks for your reply! | |
| May 24, 2022 at 4:19 | history | answered | Nate Eldredge | CC BY-SA 4.0 |