EXPERIMENTS / 10
Quadratic variation
Refine nested partitions of the same path and watch quadratic variation approach elapsed time.
LOADING ENGINE
SAMPLE TRAJECTORIES
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Initializing the simulation engine
Preparing local computation… selected path ensembleCLICK A PATH TO INSPECT
terminal —
MONTE CARLO / VALIDATION—
| QUANTITY | EMPIRICAL | THEORY |
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NESTED PARTITIONSPATH 01
METHOD
Loading WebAssembly…
EXPERIMENT LOG 0 runs
SPACE runR reseed: commandCOMPUTED LOCALLY · C++20 / WASM