Timeline for What's the intuition of variance, quadratic variation and total variation of Brownian Motion in practice?
Current License: CC BY-SA 4.0
5 events
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S May 4, 2018 at 20:13 | history | edited | Michael R. Chernick | CC BY-SA 4.0 |
specified the variation instead of 'usual'
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S May 4, 2018 at 20:13 | history | suggested | Creator | CC BY-SA 4.0 |
specified the variation instead of 'usual'
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May 4, 2018 at 19:55 | review | Suggested edits | |||
S May 4, 2018 at 20:13 | |||||
Jul 14, 2017 at 21:02 | comment | added | Probably | But put these quantities into a practical scenario as I mentioned (discrete and finite samples), apparently you can calculate the value of all these quantities either accurately or approximately, and it's very likely they won't be the same. The question is whether these values make sense? If so, how to interpret them? Apologize if I didn't make it clear in my question | |
Jul 14, 2017 at 20:09 | history | answered | Alex R. | CC BY-SA 3.0 |