Timeline for Itô's Formula on a bounded Domain
Current License: CC BY-SA 3.0
3 events
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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 |