MATH
Login Or Sign up

List Question

15
85
Views

A clarification on $L_{loc}^2$ process and stochastic exponential

Published on
#stochastic-processes #martingales #stochastic-integrals #local-martingales
479
Views

About local martingales..

Published on
#stochastic-processes #stochastic-calculus #local-martingales
1.1k
Views

Local martingale implies martingale

Published on
#probability-theory #martingales #stochastic-analysis #local-martingales
704
Views

continuous local martingale brownian motion

Published on
#probability-theory #finance #local-martingales
275
Views

Martingale and local martingales

Published on
#brownian-motion #martingales #stochastic-integrals #local-martingales
630
Views

Show local martingale

Published on
#stochastic-calculus #martingales #stochastic-analysis #local-martingales
202
Views

Question regarding local martingales.

Published on
#probability-theory #stochastic-processes #local-martingales
178
Views

Local martingale in change of measure

Published on
#local-martingales
496
Views

stochastic exponential uniformly integrable martingale

Published on
#stochastic-calculus #martingales #stochastic-analysis #uniform-integrability #local-martingales
31
Views

Preservation of ui condition

Published on
#stochastic-calculus #martingales #stochastic-analysis #local-martingales
89
Views

Proof of being martingale

Published on
#local-martingales
258
Views

Proof of inequality with local martingale and stopping time..

Published on
#inequality #stochastic-processes #expectation #local-martingales
587
Views

Show that a cadlag adapted martingale is a local martingale (help using DCT to show uniform integrability)

Published on
#probability-theory #stochastic-processes #martingales #local-martingales
655
Views

Show that $M-M_0$ is an $L^2$ bounded martingale if $E([M]_\infty)<\infty$.

Published on
#stochastic-processes #quadratic-variation #local-martingales
208
Views

Show that $X \in \mathcal{M}^{loc}_c$ implies: $X$ is locally square summable and locally bounded.

Published on
#probability-theory #martingales #stopping-times #local-martingales

Trending Questions

Popular # Hahtags

second-order-logic numerical-methods puzzle logic probability number-theory winding-number real-analysis integration calculus complex-analysis sequences-and-series proof-writing set-theory functions homotopy-theory elementary-number-theory ordinary-differential-equations circles derivatives game-theory definite-integrals elementary-set-theory limits multivariable-calculus geometry algebraic-number-theory proof-verification partial-derivative algebra-precalculus

Popular Questions

Copyright © 2021 JogjaFile Inc.