
dx/dt = -cx + s dW/dt
what a natty gnat! :)
( ,
Thu 9 Oct 2008, 10:00,
archived)
what a natty gnat! :)

WRONG!
( ,
Thu 9 Oct 2008, 10:02,
archived)

so, no it doesn't predict a stock market in the long run
( ,
Thu 9 Oct 2008, 10:05,
archived)

x=some state of the stock market ie it's value
t=time
W=wiener process, some random noise fluctation
c=jolly large positive constant
s= small noise constant
it doesn't reach zero it will sortof fluctuate around zero.
Disclaimer: this doesn't actually describe the stock market. I just made it up.
( ,
Thu 9 Oct 2008, 10:09,
archived)
t=time
W=wiener process, some random noise fluctation
c=jolly large positive constant
s= small noise constant
it doesn't reach zero it will sortof fluctuate around zero.
Disclaimer: this doesn't actually describe the stock market. I just made it up.