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  3. File:Local times surface.png - Wikipedia
File:Local times surface.png - Wikipedia
This is a file from the Wikimedia Commons
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Original file (798 × 709 pixels, file size: 383 KB, MIME type: image/png)

Summary

Description A sample path of an Itō process together with its surface of local times. The example used is an Ornstein-Uhlenbeck process satisfying the stochastic differential equation dX = dB - 5X dt.
Date
Source Own work
Author Roboquant

Licensing

I, the copyright holder of this work, hereby publish it under the following licenses:
GNU head Permission is granted to copy, distribute and/or modify this document under the terms of the GNU Free Documentation License, Version 1.2 or any later version published by the Free Software Foundation; with no Invariant Sections, no Front-Cover Texts, and no Back-Cover Texts. A copy of the license is included in the section entitled GNU Free Documentation License.
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attribution
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depicts

inception

23 April 2008

media type

image/png

data size

391,775 byte

height

709 pixel

width

798 pixel

checksum

e42533d16ddfd9b7f9e2c69b3a19a33c3c0c658d

determination method or standard: SHA-1

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Date/TimeThumbnailDimensionsUserComment
current23:52, 22 April 2008Thumbnail for version as of 23:52, 22 April 2008798 × 709 (383 KB)Roboquant{{Information |Description=A sample path of an Itō process together with its surface of local times. The example used is an Ornstein-Uhlenbeck process satisfying the stochastic differential equation dX = dB - 5X dt. |Source=self-made |Date=2008-04-23 |Au

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