Timeline for What is the Fourier Transform of a brownian motion?
Current License: CC BY-SA 3.0
7 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Dec 11, 2020 at 0:30 | answer | added | jacques | timeline score: 12 | |
| Jan 13, 2019 at 9:11 | vote | accept | clotilde | ||
| Jan 11, 2019 at 17:58 | answer | added | user229545 | timeline score: 10 | |
| Oct 24, 2014 at 21:18 | comment | added | whuber♦ | It's just integration by parts: see mathworld.wolfram.com/FourierTransform.html starting at equation (34). | |
| Oct 24, 2014 at 21:05 | comment | added | clotilde | I don't understand the first equation: the FT of the derivative of W is iw times the FT of W. | |
| Oct 24, 2014 at 20:56 | comment | added | whuber♦ | As far as I can tell, the demonstration amounts to dividing both sides of the penultimate equation by $|i\omega|^2$. Perhaps you could be a little clearer, then, about what part you don't understand? | |
| Oct 24, 2014 at 20:46 | history | asked | clotilde | CC BY-SA 3.0 |