Timeline for Giving meaning to and solving a second-order stochastic differential equation with white noise
Current License: CC BY-SA 4.0
9 events
| when toggle format | what | by | license | comment | |
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| Oct 26, 2023 at 19:03 | comment | added | Joe | Thanks all for your replies! Yes, in my post I meant W(r) to be the derivative of Brownian motion. | |
| Oct 24, 2023 at 23:12 | comment | added | user479223 | Do you mean $W(r)$ to be Brownian motion or the derivative of Brownian motion? | |
| Oct 24, 2023 at 23:04 | comment | added | user479223 | There is no issue here. $W(r)$ is just some continuous function so this can be understood pathwise as an ODE. | |
| Oct 24, 2023 at 18:58 | history | edited | Daniele Tampieri | CC BY-SA 4.0 |
Minor Math Jaxing
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| Oct 24, 2023 at 18:44 | history | edited | YCor | CC BY-SA 4.0 |
formatting, added tag
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| Oct 24, 2023 at 16:48 | answer | added | Thomas Kojar | timeline score: 2 | |
| Oct 24, 2023 at 16:46 | comment | added | Thomas Kojar | One interpretation can be by letting $X=\frac{dT}{dt}$ and so the Itô formulation is $$dX=(t-A)(t-B)dt+(t-A)(t-B)dB_{t},$$ which is a linear SDE. | |
| S Oct 24, 2023 at 16:25 | review | First questions | |||
| Oct 24, 2023 at 18:58 | |||||
| S Oct 24, 2023 at 16:25 | history | asked | Joe | CC BY-SA 4.0 |