Timeline for Diffusion sample paths as deformed Brownian sample paths
Current License: CC BY-SA 2.5
2 events
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| Jan 24, 2011 at 20:15 | comment | added | Simon Lyons | Hm, Girsanov's theorem isn't really what I'm looking for. It tells you how to transform the laws of $X$ and $W$, whereas I'm looking for a transform on the paths themselves, if such a thing exists. That said, it wasn't me who voted your answer down. | |
| Jan 24, 2011 at 16:24 | history | answered | Leonid Petrov | CC BY-SA 2.5 |