This post has been de-listed
It is no longer included in search results and normal feeds (front page, hot posts, subreddit posts, etc). It remains visible only via the author's post history.
1
Basic Wiener Process question
Post Body
Hi, if W(t) is a Wiener process, s < t, how do I calculate E[W(t)² | W(s)] ? I'm supposed to get W(s)² (t-s), but I have no idea how. Thanks.
Author
Account Strength
100%
Account Age
16 years
Verified Email
Yes
Verified Flair
No
Total Karma
34,376
Link Karma
472
Comment Karma
33,350
Profile updated: 1 day ago
Posts updated: 7 months ago
Subreddit
Post Details
We try to extract some basic information from the post title. This is not
always successful or accurate, please use your best judgement and compare
these values to the post title and body for confirmation.
- Posted
- 12 years ago
- Reddit URL
- View post on reddit.com
- External URL
- reddit.com/r/learnmath/c...