Timeline for Giving meaning to and solving a second-order stochastic differential equation with white noise
Current License: CC BY-SA 4.0
5 events
| when toggle format | what | by | license | comment | |
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| Oct 24, 2023 at 23:17 | history | edited | Thomas Kojar | CC BY-SA 4.0 |
added 116 characters in body
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| Oct 24, 2023 at 23:12 | comment | added | user479223 | Sure. It is unclear what he means. | |
| Oct 24, 2023 at 23:06 | comment | added | Thomas Kojar | He said $W(r)$ is white noise and so I took that to mean $W(r)=\frac{dB_{r}}{dr}$. If he meant something different, like you said, it is again just integration. | |
| Oct 24, 2023 at 23:03 | comment | added | user479223 | Where is the $dB$ coming from? It seems like OPs question there's no actual differential. | |
| Oct 24, 2023 at 16:48 | history | answered | Thomas Kojar | CC BY-SA 4.0 |