Timeline for Stochastic inverse
Current License: CC BY-SA 4.0
7 events
| when toggle format | what | by | license | comment | |
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| Dec 12, 2022 at 5:08 | comment | added | Thomas Kojar | For such general g and/or Ito formulation, it will generally be false. But if you interpret the RHS in the Stratonovich-formulation, then there is chain rule. | |
| Dec 12, 2022 at 4:56 | history | edited | Thomas Kojar | CC BY-SA 4.0 |
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| Dec 12, 2022 at 4:39 | history | edited | Thomas Kojar | CC BY-SA 4.0 |
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| Dec 12, 2022 at 4:01 | comment | added | ABIM | Thanks for posting the comment on this old question. Nevertheless, even with added regularity and by enriching the process (as in Andy's coursenotes) this isn't really an answer to the question. | |
| Dec 12, 2022 at 3:55 | vote | accept | ABIM | ||
| Dec 12, 2022 at 3:58 | |||||
| Dec 11, 2022 at 21:08 | history | edited | Thomas Kojar | CC BY-SA 4.0 |
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| Dec 11, 2022 at 21:00 | history | answered | Thomas Kojar | CC BY-SA 4.0 |