Timeline for Solving SDE's on subsets of $R^n$.
Current License: CC BY-SA 3.0
2 events
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| Mar 15, 2012 at 20:58 | comment | added | ShawnD | This is helpful. Most of the stochastic calculus I know is self-taught so knowing this is not (necessarily) just a blind spot caused by not knowing enough is useful. I'm not sure if I have specifically thought about your situation, but there are a number of similar things I have had to work out (the problem is my solutions seem very ad hoc, hence my question). | |
| Mar 14, 2012 at 14:05 | history | answered | ssw | CC BY-SA 3.0 |