Why is dt^2=0?
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4 жыл бұрынShows using simple-ish maths that dt^2=0 in the mean square sense! This is in the context of Ito's stochastic calculus rules.
@Ignoramus.et.Ignorabimus 4 жыл бұрын
Many thanks for the wonderful explanations on your channel!
@quantpie 4 жыл бұрын
Glad you like them! many thanks!!
@surendrabarsode8959 4 жыл бұрын
Thanks for this video. Very clearly and neatly explained.
@quantpie 4 жыл бұрын
that very nice of you! many thanks!
@sakuranooka 2 жыл бұрын
I already wrote a comment to the previous video re dWdt=0. I don't think the formalism is correct here, either. It's even more obvious here because the conclusion of your "proof" here is that the integral is equal to t^2, which clearly is wrong. In my view the correct formalism would be to say integral=0 *iff* limit=0. Then, showing that the limit is t^2 != 0, it follows that the integral is not 0. But concluding the integral is equal to t^2 is not correct.
@rikki146 Жыл бұрын
yeah i thought the same. dt can only be dt, something must be wrong there if dt can somehow equate to t^2
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