Timeline for An intuitive meaning of Stochastic Differential Equation
Current License: CC BY-SA 4.0
6 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Jul 22 at 14:44 | history | edited | Aksakal | CC BY-SA 4.0 |
typos and better presentation of paths
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| Jul 22 at 14:34 | history | edited | Aksakal | CC BY-SA 4.0 |
expanded naswer
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| Jul 22 at 2:07 | comment | added | mlofton | yes, Im aware of the discretization. What Im asking is if the discrete one also has an infinite set of paths. maybe you were referring to the continuous case ? Thanks. | |
| Jul 21 at 20:03 | comment | added | Aksakal | @mlofton, the equation I wrote is how you discretize and simulate the equation that OP given, a standard arithmetic brownian motions with a drift and time varying volatility that is used in finance a lot | |
| Jul 21 at 19:07 | comment | added | mlofton | Nice answer but when you say your last line "while in stochastic equations", does that include the equation you wrote at the top of your answer ? Thanks. | |
| Jul 21 at 15:23 | history | answered | Aksakal | CC BY-SA 4.0 |