Timeline for Integrated colored Gaussian noise
Current License: CC BY-SA 3.0
4 events
when toggle format | what | by | license | comment | |
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Jan 3, 2012 at 19:41 | vote | accept | Katastrofa | ||
Jan 3, 2012 at 19:41 | comment | added | Katastrofa | Thanks. I'm not that lazy, I did a calculation of quadratic variation and got zero, but wasn't sure if that's correct. I'm not a mathematician and I only have experience with "standard" Brownian motion, which behaves differently. This is a research question, but in physics ;-) | |
Jan 3, 2012 at 16:22 | comment | added | Piotr Miłoś | BTW. I doubt if this question counts as "research level one" ;). | |
Jan 3, 2012 at 16:21 | history | answered | Piotr Miłoś | CC BY-SA 3.0 |