Questions tagged [motion]
The motion tag has no usage guidance.
3
questions
-3
votes
2answers
117 views
Proof: Brownian Motion Path Continious with Probability One [closed]
How can one show that the paths of the standard Wiener process are continuous in $T$ with
probability one? Can we just proof it with the assumption of independence ? Thank You in advance!
4
votes
1answer
107 views
Ito formula for $Y_t=tB_t$
someone can help me to solve this problem:
$B_t$ is a Standard Brownian Motion.
Let $Y_t=tB_t$.
Using Ito formula, find drift and volatility of $Y_t$.
The result I found is $dY_t=B_tdt+t\cdot dB_t$ ...
1
vote
1answer
87 views
SDE Parameter Estimation
Have a question about "How to estimate parameters for SDE with multiple Brownian Motions ?"
Let's say $X_t$ follows the process:
$dX_t=\mu dt+\sigma_1 dW_t^1 + \sigma_2 dW_t^2 $
I think I've checked ...
