Timeline for Correlation structure among the maximums of a Brownian motion
Current License: CC BY-SA 2.5
4 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Mar 21, 2011 at 13:32 | vote | accept | kakuritsu | ||
| Mar 19, 2011 at 0:29 | answer | added | Did | timeline score: 8 | |
| Mar 8, 2011 at 18:05 | comment | added | The Bridge | Hi, as $Y_{t_i,t_{i+1}}=|B_{t_{i+1}−t_i}|+Y_{t_i}$ (equality in law) the expectation of the product shoud be tractable, shouldn't it ? | |
| Mar 8, 2011 at 0:04 | history | asked | kakuritsu | CC BY-SA 2.5 |