- #1
BWV
- 1,465
- 1,781
Reading through a proof on why the higher order terms vanish and it makes this statement
dW(t)dW(t) = dt
where W(t) is a Brownian motion
It is not obvious to me why this is the case, but the text seems to infer that it is because no further explanation is offered
dW(t)dW(t) = dt
where W(t) is a Brownian motion
It is not obvious to me why this is the case, but the text seems to infer that it is because no further explanation is offered