Timeline for Decay estimate of moment of an SDE
Current License: CC BY-SA 4.0
21 events
| when toggle format | what | by | license | comment | |
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| Mar 3 at 23:32 | history | became hot network question | |||
| S Mar 3 at 22:44 | history | suggested | CommunityBot | CC BY-SA 4.0 |
spacing separating dt and dB_t; Putting the question mark at the end of the question.
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| Mar 3 at 22:43 | review | Suggested edits | |||
| S Mar 3 at 22:44 | |||||
| Mar 3 at 22:02 | vote | accept | Akira | ||
| Mar 3 at 21:43 | answer | added | Thomas Kojar | timeline score: 4 | |
| Mar 3 at 21:06 | comment | added | Akira | @MartinHairer Thank you so much for your enlightening comment! I got it. | |
| Mar 3 at 20:44 | comment | added | Martin Hairer | @Akira But then isn't it just an immediate consequence of Itô's formula applied to a smoothened out version of $x \mapsto |x|^{p+1}$, followed by Hölder and Markov's inequality? | |
| Mar 3 at 18:48 | history | edited | Akira | CC BY-SA 4.0 |
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| Mar 3 at 18:39 | comment | added | Akira | @IosifPinelis I am sorry for the inconvenience, I have edited (again) my question for more clarity. | |
| Mar 3 at 18:38 | history | edited | Akira | CC BY-SA 4.0 |
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| Mar 3 at 18:36 | comment | added | Iosif Pinelis | What do mean, exactly, by $\lesssim$? | |
| Mar 3 at 18:00 | comment | added | Akira | @IosifPinelis You are right! I have edited my question... | |
| Mar 3 at 17:59 | history | edited | Akira | CC BY-SA 4.0 |
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| Mar 3 at 17:51 | comment | added | Iosif Pinelis | Take e.g. $X_0=0$, $b=1$, $\sigma=0$. | |
| Mar 3 at 16:53 | history | edited | Akira | CC BY-SA 4.0 |
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| Mar 3 at 16:45 | comment | added | Akira | @MartinHairer the exponent on the RHS should be $p+1$ rather than $p$. I have edited my thread to fix this typo... | |
| Mar 3 at 16:43 | comment | added | Akira | @IosifPinelis Could you please elaborate more? | |
| Mar 3 at 16:43 | history | edited | Akira | CC BY-SA 4.0 |
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| Mar 3 at 15:43 | comment | added | Martin Hairer | If by 'increasing' you mean 'increasing to infinity' then it's not even true for $b=\sigma=0$... | |
| Mar 3 at 15:38 | comment | added | Iosif Pinelis | The bound should depend, non-multiplicatively, on the Lipschitz constants. | |
| Mar 3 at 15:32 | history | asked | Akira | CC BY-SA 4.0 |