11 Jul
2018
11 Jul
'18
12:14 a.m.
I had almost never thought about stochastic integrals, and the idea of a probabilistic vector field is cool. ----- the speed at one moment is NOT independent of the speed at the next moment ----- I'm not sure if I'm interpreting this right. One way might be (let's say for curves {A(t)} in the complex plane with A(0) = 0, A'(0) = 1: Then something like Brownian motion defines a measure mu_t, for each t > 0, on all possible continuous paths p : [0, t] —> C so that certain probabilistic consistency equations are satisfied. This could lead to really interesting possibilities. —Dan