Timeline for Converse of Itô's formula
Current License: CC BY-SA 4.0
11 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Dec 6, 2022 at 18:47 | comment | added | mathex | Source of the question (final): math.ucla.edu/~biskup/275d.1.21f | |
| Dec 6, 2022 at 18:27 | comment | added | mathex | The analogous dimensional case should be the same but we instead consider $q$ continuous functions $g_1,...,g_q$. In the dimensional version, we need to solve Poisson equation, on a ball (we can always consider the first exit time to obtain this). Is there a way to solve the equation (without boundary conditions)? | |
| Dec 6, 2022 at 11:31 | history | edited | LSpice | CC BY-SA 4.0 |
Ito -> Itô
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| Dec 6, 2022 at 11:07 | comment | added | Nate River | Ah it’s okay, you saved me a lot of effort and grief - I was about to attempt to work on the multidimensional case! | |
| Dec 6, 2022 at 11:06 | comment | added | Mateusz Kwaśnicki | @NateRiver: Ah, yes — I did not realise the main question is 1-D, sorry. | |
| Dec 6, 2022 at 11:03 | comment | added | Nate River | @MateuszKwaśnicki This is for the multidimensional case yes? | |
| Dec 6, 2022 at 10:57 | comment | added | Mateusz Kwaśnicki | One can cook up a function $f$ such that $\Delta f$ is well-defined and continuous, but $f$ is not $C^2$. Setting $g = \nabla f$ and $h = \Delta f$, we find that the displayed equation in the question is satisfied, but $f$ is not $C^2$. | |
| Dec 6, 2022 at 4:40 | comment | added | Nate River | OP, do you have a source for this claim? I believe its true and am trying to prove it, but I am curious as to whether this is a conjecture or already known. | |
| Dec 6, 2022 at 4:36 | answer | added | Nate River | timeline score: 2 | |
| Dec 5, 2022 at 21:18 | answer | added | user479223 | timeline score: 1 | |
| Dec 5, 2022 at 3:01 | history | asked | mathex | CC BY-SA 4.0 |