C
Chirag Wadhwa
Member
In Continuous-time Brownian Motion Increments, what do white noise terms represent?
In the image below, how are the expressions "Cov(dZ_s,dZ_t)" and "Cov(dW_s,dW_t)" obtained?
Image Link:-https://ibb.co/gM9JKkX
In the image below, how are the expressions "Cov(dZ_s,dZ_t)" and "Cov(dW_s,dW_t)" obtained?
Image Link:-https://ibb.co/gM9JKkX