Skip to main content
Search type Search syntax
Tags [tag]
Exact "words here"
Author user:1234
user:me (yours)
Score score:3 (3+)
score:0 (none)
Answers answers:3 (3+)
answers:0 (none)
isaccepted:yes
hasaccepted:no
inquestion:1234
Views views:250
Code code:"if (foo != bar)"
Sections title:apples
body:"apples oranges"
URL url:"*.example.com"
Saves in:saves
Status closed:yes
duplicate:no
migrated:no
wiki:no
Types is:question
is:answer
Exclude -[tag]
-apples
For more details on advanced search visit our help page
Results tagged with
Search options not deleted user 106451

Questions of the kind "What's the name for a X that satisfies property Y?"

1 vote
1 answer
406 views

Simulation of Itô integral processes where integrand depends on terminal (Volterra process)

I need to simulate a process of the form $$X_t=\int_0^t f(s,t)\mathop{dW_s}$$ where $f$ is deterministic and the integral is an Itô integral. I know I can simply take finite Itô sums of discrete inc …
Luke Thorburn's user avatar