Skip to main content

Timeline for Itô's Formula on a bounded Domain

Current License: CC BY-SA 3.0

3 events
when toggle format what by license comment
Jun 18, 2012 at 7:56 comment added Boldwing but it is nice idea and I really appreciate the advice - thanks :)
Jun 17, 2012 at 6:32 comment added Boldwing @ Sigurd Angenent I have given your argument some thought and think that it won't work in my caase. Eventually I want to prove the existence of probabilistic representation of $f$ for a stochastic process which is reflected on one part of the boundary and absorbed at the other - therefore extention in the sense as you are suggesting it probably won't work.
Jun 16, 2012 at 21:13 history answered Sigurd Angenent CC BY-SA 3.0