From 6e70f28ccbd5afc1506f71f013278a9d157ef03a Mon Sep 17 00:00:00 2001 From: Prefetch Date: Thu, 27 Oct 2022 20:40:09 +0200 Subject: Optimize last images, add proof template, improve CSS --- source/know/concept/dynkins-formula/index.md | 23 ++++++++--------------- 1 file changed, 8 insertions(+), 15 deletions(-) (limited to 'source/know/concept/dynkins-formula') diff --git a/source/know/concept/dynkins-formula/index.md b/source/know/concept/dynkins-formula/index.md index c0d20c5..307f098 100644 --- a/source/know/concept/dynkins-formula/index.md +++ b/source/know/concept/dynkins-formula/index.md @@ -39,11 +39,8 @@ $$\begin{aligned} } \end{aligned}$$ -
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The general definition of resembles that of a classical derivative, and indeed, the generator $$\hat{A}$$ can be thought of as a differential operator. @@ -104,11 +100,8 @@ $$\begin{aligned} } \end{aligned}$$ -
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+Isolating this equation for $$\mathbf{E}[Y_\tau \!\mid\! X_0]$$ then gives Dynkin's formula. +{% include proof/end.html id="proof-dynkin" %} + A common application of Dynkin's formula is predicting when the stopping time $$\tau$$ occurs, and in what state $$X_\tau$$ this happens. -- cgit v1.2.3