Timeline for Mean of log-normal variable when exponent is replaced by runnung maximum of Ito-integral
Current License: CC BY-SA 4.0
6 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Jun 25, 2022 at 14:46 | vote | accept | Kolodez | ||
| Jun 24, 2022 at 9:08 | comment | added | Kolodez | By $\Vert \sigma\Vert \in \mathbb R$, I mean a uniform (in $(\omega,s)$) bound on the value of $\sigma_s(\omega)$. | |
| Jun 24, 2022 at 9:07 | history | edited | Kolodez | CC BY-SA 4.0 |
"edit" added
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| Jun 24, 2022 at 8:53 | answer | added | ofer zeitouni | timeline score: 2 | |
| Jun 24, 2022 at 8:48 | comment | added | ofer zeitouni | Your computation is suspicious since $\|\sigma\|_2^2$ is a random variable.... | |
| Jun 24, 2022 at 8:34 | history | asked | Kolodez | CC BY-SA 4.0 |