From theory to practice - page 703

 
Aleksey Nikolayev:

Nevertheless, there is no way to build a stochastic DM apparatus (starting from Ito and Stratonovich integrals) outside the framework of probability theory. What you are talking about is the intricacies of applying the apparatus, not building it.

Well, I am not at all seeking to diminish the merit and usefulness of its results. But there must be a clear understanding of the limits of its applicability in practice -- what it can and cannot do, and what you should not expect from it. The problems that lie beyond these limits cannot be solved by this approach. That should be obvious. But many people do not realise this; examples are easy to find.

 
Олег avtomat:

Well, I am not trying to diminish the merit and usefulness of its results. But it is necessary to clearly understand the limits of its applicability in practice -- what it can and cannot do, and what should not be expected of it. The problems that lie beyond these limits cannot be solved by this approach. That should be obvious. But many people do not realise this; examples are easy to find.

And the best way to avoid crossing this boundary is not to try to push the boundaries of one's knowledge of probability theory.

 
Aleksey Nikolayev:

And the best way to avoid crossing this boundary is not to try to push the boundaries of your knowledge of probability theory.

Better to try to get out of the corridor that limits your freedom of action.

But no. You are comfortable and cozy in this trap, and therefore you don't want to leave it, because behind its walls is something unknown to you, and therefore frightening. Right?

 
 
Aleksey Nikolayev:

And the best way to avoid crossing that boundary is not to try to push the boundaries of your knowledge of probability theory.

By the way, I recall that you were interested in game theory with a view to its possible practical application in our field.

What are the results of this pushing beyond your usual boundaries?

 
You boys are the best... boys.
 
Алексей Тарабанов:
You boys are the best... boys...

I'm with you all the way!

 
Олег avtomat:

Better try to get out of the corridor that restricts your freedom of action.

But no. You are comfortable and cozy in this trap, and you do not want to leave it, because behind its walls there is something unknown to you, and therefore frightening. Right?

With much wisdom comes much sorrow, and he who multiplies knowledge multiplies sorrow. (с)

 
If you endlessly add up the series of SBs, you get 0. FinDs never degenerate to 0 like that.
"too lazy to check" (c)

ps only synthetic instruments like usdt/usd
 
_o0O:
if you add SBs together over and over again, you will get 0. FinDs never degenerate to 0 like that.
"too lazy to check" (c).

ps well except for synthetic instruments like usdt/usd

This may seem like a trivial question at first glance, but is it an indicator of the difference between a BP and an SB? After all, there are all sorts of SBs.