question:
find 2 local martingales M(t) and N(t) such that M(T)=N(T),but for t < T,M(t) $\ne $ N(t).
I can only find one is local martingale and the other one is martingale.
can you help me think of one example?
question:
find 2 local martingales M(t) and N(t) such that M(T)=N(T),but for t < T,M(t) $\ne $ N(t).
I can only find one is local martingale and the other one is martingale.
can you help me think of one example?
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