Timeline for Is $g(t)=\mathbb P[\inf_{0\le s\le t}X_s>0]$ differentiable with respect to $t$?
Current License: CC BY-SA 4.0
6 events
when toggle format | what | by | license | comment | |
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Aug 24, 2022 at 18:26 | vote | accept | CommunityBot | ||
Aug 23, 2022 at 10:30 | history | edited | Nawaf Bou-Rabee |
added probability tag
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Jun 11, 2022 at 22:14 | answer | added | Nawaf Bou-Rabee | timeline score: 0 | |
Jun 10, 2022 at 7:32 | comment | added | user478492 | @mike Yes. They are deterministic functions on $t$ | |
Jun 10, 2022 at 5:07 | comment | added | mike | Do you mean a(t) and b(t) to be functions of t only ? | |
Jun 9, 2022 at 18:43 | history | asked | user478492 | CC BY-SA 4.0 |