Timeline for How to differentiate a brownian motion?
Current License: CC BY-SA 3.0
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Apr 27, 2015 at 13:29 | comment | added | statmlben | We get $2W(t)$ by using Ito formula. And I think ocstl answered your question. | |
Apr 27, 2015 at 11:10 | comment | added | Animesh Saxena | k but for writing that formua where do you get the first term 2W, you get it by doing dF/dX or 2X, so why dF/dX is possible here? | |
Apr 26, 2015 at 15:40 | history | answered | statmlben | CC BY-SA 3.0 |