Timeline for Counterexample Markov process
Current License: CC BY-SA 2.5
2 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Jan 5, 2011 at 10:26 | comment | added | SBF | As I understand, it is a non-homogeneous Markov process since it is written as $$ X_t = X_0 + \int\limits_0^t u(s,X_s)dB_s. $$ In the topic I mentioned that I am looking for the homogeneous one. | |
| Jan 5, 2011 at 10:07 | history | answered | Michael Renardy | CC BY-SA 2.5 |