Timeline for Diffusion sample paths as deformed Brownian sample paths
Current License: CC BY-SA 2.5
12 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Jul 1, 2011 at 22:36 | answer | added | Jason Swanson | timeline score: 2 | |
| Jul 1, 2011 at 13:58 | answer | added | Alekk | timeline score: 4 | |
| Jul 1, 2011 at 10:00 | answer | added | Piotr Miłoś | timeline score: 0 | |
| Jan 25, 2011 at 19:45 | history | edited | Simon Lyons | CC BY-SA 2.5 |
edited title
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| Jan 25, 2011 at 9:53 | answer | added | SBF | timeline score: 1 | |
| Jan 25, 2011 at 8:12 | answer | added | The Bridge | timeline score: 5 | |
| Jan 24, 2011 at 18:34 | comment | added | zhoraster | Just give a shout if you don't find the formula, I'll find a reference. | |
| Jan 24, 2011 at 18:33 | comment | added | zhoraster | I mean, expressed as a transform of a Wiener process path. | |
| Jan 24, 2011 at 18:32 | comment | added | Simon Lyons | @Zhoraster Thanks - I'll work through the material in Karatzas & Shreve. | |
| Jan 24, 2011 at 18:30 | comment | added | zhoraster | A (one-dimensional) diffusion is expressed fairly explicitly in terms of so-called "scale measure" and "speed measure", you can easily find the formula in old classical textbooks. | |
| Jan 24, 2011 at 16:24 | answer | added | Leonid Petrov | timeline score: 1 | |
| Jan 24, 2011 at 15:47 | history | asked | Simon Lyons | CC BY-SA 2.5 |