List questions from quadratic-variation

Published on 22 Feb 2026 - 19:50

1.5k

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Quadratic variation of $B_t=(1-t)W_{\frac{t}{t-1}}$

Published on 29 Jan 2018 - 12:45

35

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On a particular definition of co-variation process.

Published on 30 Jan 2018 - 14:50

334

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Why the Brownian motion stopped at the local time is a martingale?

Published on 18 Apr 2018 - 7:19

51

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If $X$ is a continuous local martingale, show that $\int_0^\cdot\frac{|X_{s+\epsilon}-X_s|^2}\epsilon\:{\rm d}s\to[X]$ uniformly in probability

Published on 20 Apr 2018 - 18:42

51

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Proving that the square of a particular Brownian Motion approaches zero as its Quadratic Variation approaches 0?

Published on 23 Apr 2018 - 9:50

1.1k

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Quadratic Variation of Brownian Motion Cubed

Published on 29 Apr 2018 - 14:33

60

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If $(M(x))_x$ is a collection of martingales, there is a nondecreasing processes $a$ such that $[M(x),M(y)]$ is absolutely continuous wrt $a$

Published on 16 May 2018 - 17:10

147

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A question on relationship between quadraticc variation of right continuous martingales?

Published on 23 May 2018 - 10:19

1k

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Quadratic variation of an integral of a Brownian motion

Published on 23 May 2018 - 16:58

98

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Differentiability of a continuous local martingale with a spatial parameter

Published on 11 Jun 2018 - 19:30

417

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How can we show that this is a stopping time?

Published on 12 Jun 2018 - 18:03

7k

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Quadratic variation of ito integral

Published on 14 Jun 2018 - 0:03

179

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Prove that a martingale with a spatial parameter is differentiable

Published on 22 Feb 2026 - 21:27

1.2k

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Quadratic variation of a multidimensional stochastic integral

Published on 09 Jul 2018 - 12:19

List Question

Cross Variation of stochatic integrals

Quadratic variation of $B_t=(1-t)W_{\frac{t}{t-1}}$

On a particular definition of co-variation process.

Why the Brownian motion stopped at the local time is a martingale?

If $X$ is a continuous local martingale, show that $\int_0^\cdot\frac{|X_{s+\epsilon}-X_s|^2}\epsilon\:{\rm d}s\to[X]$ uniformly in probability

Proving that the square of a particular Brownian Motion approaches zero as its Quadratic Variation approaches 0?

Quadratic Variation of Brownian Motion Cubed

If $(M(x))_x$ is a collection of martingales, there is a nondecreasing processes $a$ such that $[M(x),M(y)]$ is absolutely continuous wrt $a$

A question on relationship between quadraticc variation of right continuous martingales?

Quadratic variation of an integral of a Brownian motion

Differentiability of a continuous local martingale with a spatial parameter

How can we show that this is a stopping time?

Quadratic variation of ito integral

Prove that a martingale with a spatial parameter is differentiable

Quadratic variation of a multidimensional stochastic integral

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