Timeline for Correlated Brownian motions across different times and representation with independent processes
Current License: CC BY-SA 4.0
5 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Jun 15, 2023 at 19:37 | comment | added | Kurt G. | @MichaelHardy . Yes. Thanks for the hint. | |
| Jun 15, 2023 at 19:36 | history | edited | Kurt G. | CC BY-SA 4.0 |
fixed
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| Jun 15, 2023 at 19:14 | comment | added | Michael Hardy | Did you write "correlation" where you meant "covariance"? | |
| Sep 18, 2022 at 14:19 | comment | added | Thomas Kojar | Yes, I know this is the main issue because I checked the common decompositions. My question is whether there is some functional of independent W1,W2 (not necessarily BM) that can express the pair B1,B2. If it is ok, please remove it to avoid thinking that this got answered. | |
| Sep 18, 2022 at 8:54 | history | answered | Kurt G. | CC BY-SA 4.0 |