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Timeline for Integrated colored Gaussian noise

Current License: CC BY-SA 3.0

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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