tag:blogger.com,1999:blog-19835303.post4964994818872998134..comments2023-08-18T07:04:22.633-07:00Comments on Areté: How to do Stochastic CalculusLifewishhttp://www.blogger.com/profile/07133804300464048756noreply@blogger.comBlogger1125tag:blogger.com,1999:blog-19835303.post-400202576766693472011-04-01T09:46:53.187-07:002011-04-01T09:46:53.187-07:00You wrote: "- it is distributed as N(0,t^2) (...You wrote: "- it is distributed as N(0,t^2) (e.g the standard deviation at time t is t^0.5)"<br /><br />But if something is N(0, t^2) then its sd is just `t`.Anonymousnoreply@blogger.com