Timeline for The conditions in the definition of Brownian motion
Current License: CC BY-SA 2.5
4 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Oct 21, 2010 at 14:11 | comment | added | Louigi Addario-Berry | For Lévy's theorem you only need it to be a local martingale. | |
| Oct 21, 2010 at 10:52 | comment | added | The Bridge | you are right, my mistake, the constancy of expactation of $W_t$ is not enough it should hold for all finite stopping time to hold which I cannot prove. | |
| Oct 21, 2010 at 7:55 | comment | added | George Lowther | Why does it have to be a martingale? | |
| Oct 21, 2010 at 7:32 | history | answered | The Bridge | CC BY-SA 2.5 |