@m_e_d_e_l "The answer, my friend, is blowin' in the wind The answer is blowin' in the wind". https://t.co/QOK0eP8Fd6 https://t.co/Z8FaSMo24r
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@mikeharrisNY @Antonio03024040 @david_koops @swamids1 Not sure what your figure shows. The definition of ergodicity in Kloeden and Platen is very nice and clear (p.31). Have a look at that. The processes we're discussing are non-ergodic, so the expectation
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This is a subtle comment https://t.co/RJx3NQyRhL
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well, turns out that the difference between weak & strong solutions to SDEs is not that subtle after all ... https://t.co/u7qv2BfHJI https://t.co/ZTWgS4hI7u