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Sep
24
awarded  Autobiographer
Mar
12
awarded  Scholar
Mar
12
accepted Integrating the difference of brownian motion
Mar
12
awarded  Student
Mar
12
asked Integrating the difference of brownian motion
Mar
2
comment Differential of the integral of a stochastic process
Hmm okey. Not entirely sure how it applies when I don't have the $\partial$-term. Can I just "multiply" by it to get rid of it (in the Leibniz Integral Rule). And I differentiate w.r.t to t, so my function is a(t)=t, and b(t) = T, i.e. not depending on t, thus that term will not enter?
Mar
1
asked Differential of the integral of a stochastic process
Feb
5
awarded  Tumbleweed
Jan
8
awarded  Editor
Jan
8
revised Countermonotonicity and minimum linear correlation coefficient
added 2 characters in body
Jan
7
asked Countermonotonicity and minimum linear correlation coefficient
Nov
27
answered Expectation and Variance of Conditional Sum (using formal definition of conditional expectation)