alphaville / alphaville/ProbabilityCookbook
Table 4.2
未关闭
- 主要语言
- TeX
- 星标
- 7
- 派生
- 0
- PR 合并指标
- 30 天内没有已合并 PR
描述
Hi,
In table 4.2 (row 4, column 3), it states that the variance of $\int_{0}^{t} B_{s}^{2} \mathrm{~d} B_{s}$ is $3t^{3}$. There is a small mistake and it should be $t^{3}$.
A screenshot from your wordpress:
And I think the computing can be shorter if we apply the Ito isometry to $E(I_{3}^{2})$. But thanks for your great proof.
贡献指南
这个仓库没有索引到贡献指南
评估
这个 Issue 还没有评估数据。