I have a question about the Ito's integral. You say that the Ito Integral in the integral of a random variable with respect to Brownian motion correct? But what exactly is that? For example, if you integrate a velocity function what the answer IS is the total distance traveled. Or more generally multiple the y-axis by the x-axis and it is the total of what ever that product is. So what exactly IS the answer you get from performing Ito's Integration?
One question at 1:00 is following: the very previous video explained B (brownian motion) as a random process, a series of Z points over time t. But, In this current video, how B is explained as a data point at a specific time t on the graph. Here, maybe B is a brownian motion that the time is limited to zero?
I suppose it’s close to a fractal, with of course, a fractal dimension. Besides, do you have any other word to describe the “beauty” of stock fluctuations
I have a question about the Ito's integral. You say that the Ito Integral in the integral of a random variable with respect to Brownian motion correct? But what exactly is that? For example, if you integrate a velocity function what the answer IS is the total distance traveled. Or more generally multiple the y-axis by the x-axis and it is the total of what ever that product is. So what exactly IS the answer you get from performing Ito's Integration?
isnt it cumulative distribution function?
@@Sad-mm8tm I'm a bit more educated on this topic now, and I believe you are correct.
@@judsongordy8872 I am not sure, it just looks like it.
omg this helped me out so much. thank youuuuuuuuuu omg
One question at 1:00 is following: the very previous video explained B (brownian motion) as a random process, a series of Z points over time t. But, In this current video, how B is explained as a data point at a specific time t on the graph. Here, maybe B is a brownian motion that the time is limited to zero?
How do you add time together? You can add physical things like mass but how do you add together these lots of time?
Thank you .
Is fractal really accurate here?
I suppose it’s close to a fractal, with of course, a fractal dimension. Besides, do you have any other word to describe the “beauty” of stock fluctuations
thank you
Thank you