Timeline for Explicit solution to linear SDE with correlated Brownian motions
Current License: CC BY-SA 4.0
5 events
when toggle format | what | by | license | comment | |
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Oct 9, 2023 at 9:32 | comment | added | Nate River | @MartinHairer I should have written things out, maybe taking the logs would have popped up as a natural idea... | |
Oct 9, 2023 at 9:31 | vote | accept | Nate River | ||
Oct 8, 2023 at 18:58 | answer | added | Thomas Kojar | timeline score: 2 | |
Oct 8, 2023 at 14:12 | comment | added | Martin Hairer | Have you actually tried? Hint: rewrite the equation in Stratonovich form… | |
Oct 8, 2023 at 13:30 | history | asked | Nate River | CC BY-SA 4.0 |