Questions tagged [motion]
The motion tag has no usage guidance.
4
questions
0
votes
1answer
47 views
Bizarre appending in multivariate geometric brownian motion simulation [closed]
Could anyone explain why this appending is behaving differently in the code below?
In the first case, the simulation is done normally, but in the second type, at every iteration to each component ...
-3
votes
2answers
129 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
109 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
90 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 ...
