Timeline for Converse of Itô's formula
Current License: CC BY-SA 4.0
5 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Dec 6, 2022 at 11:32 | history | edited | LSpice | CC BY-SA 4.0 |
Ito -> Itô
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| Dec 5, 2022 at 21:34 | comment | added | user479223 | @ThomasKojar I believe it might be possible. But I was unable to do so. | |
| Dec 5, 2022 at 21:32 | comment | added | mathex | Check (I asked on MO since I didn't expect to have an answer): math.stackexchange.com/questions/4590803/… | |
| Dec 5, 2022 at 21:32 | comment | added | user479223 | @ThomasKojar How would you do this? You don't have any information on $f(t)$ you just have information on $f(B_t)$. | |
| Dec 5, 2022 at 21:18 | history | answered | user479223 | CC BY-SA 4.0 |