List questions from quadratic-variation

Published on 05 Jun 2017 - 13:26

205

Views

If $X$ and $Y$ are local martingales, then $[X,Y]\le[X][Y]$

Published on 28 Jun 2017 - 16:38

92

Views

If $X,Y$ are local martingales and $\lambda_n\to\lambda$, then $[X+\lambda_n Y]\to[X+\lambda Y]$

Published on 30 Jun 2017 - 20:55

244

Views

Lebesgue-Stieltjes integration with respect to the covariation of continuous local martingales

Published on 14 Jul 2017 - 15:58

368

Views

Characterization for strongly orthogonal martingales

Published on 23 Feb 2026 - 15:04

72

Views

If $X^n$ is a local martingale, are we able to show $\sum_{n=1}^\infty[X^n]_t<\infty$ for all $t\ge0$ almost surely?

Published on 16 Jul 2017 - 22:02

260

Views

Construction of the quadratic variation for Hilbert space valued local martingales

Published on 23 Feb 2026 - 10:20

344

Views

Quadratic Variation of Function of Brownian Motion

Published on 03 Oct 2017 - 9:09

676

Views

quadratic variation - convergence of martingale

Published on 28 Nov 2017 - 12:06

725

Views

$\langle X,Y \rangle$ is the unique process of the form $Z = A - B$ s.t. $XY - Z$ is a martingale

Published on 23 Feb 2026 - 2:42

418

Views

Quadratic Variation of Sign Function & Brownian Motion

Published on 24 Dec 2017 - 21:17

4.5k

Views

Quadratic variation of continuous local martingales

Published on 08 May 2011 - 11:43

850

Views

Computing quadratic variation for stable Levy flights with $0<\alpha<2$?

Published on 16 Aug 2011 - 16:46

6.8k

Views

Quadratic variation of Brownian motion and almost-sure convergence

Published on 24 Aug 2011 - 21:04

1.5k

Views

Quadratic variation of a Brownian motion up to time $T$ converges to $T$ in $L^2$?

Published on 07 Nov 2011 - 21:14

List Question

Levy's area is a $L^2$-bounded martingale

If $X$ and $Y$ are local martingales, then $[X,Y]\le[X][Y]$

If $X,Y$ are local martingales and $\lambda_n\to\lambda$, then $[X+\lambda_n Y]\to[X+\lambda Y]$

Lebesgue-Stieltjes integration with respect to the covariation of continuous local martingales

Characterization for strongly orthogonal martingales

If $X^n$ is a local martingale, are we able to show $\sum_{n=1}^\infty[X^n]_t<\infty$ for all $t\ge0$ almost surely?

Construction of the quadratic variation for Hilbert space valued local martingales

Quadratic Variation of Function of Brownian Motion

quadratic variation - convergence of martingale

$\langle X,Y \rangle$ is the unique process of the form $Z = A - B$ s.t. $XY - Z$ is a martingale

Quadratic Variation of Sign Function & Brownian Motion

Quadratic variation of continuous local martingales

Computing quadratic variation for stable Levy flights with $0<\alpha<2$?

Quadratic variation of Brownian motion and almost-sure convergence

Quadratic variation of a Brownian motion up to time $T$ converges to $T$ in $L^2$?

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