Search Results
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 |
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 …