List questions from quadratic-variation

Published on 07 Aug 2018 - 11:17

35

Views

How to show $\{\left<X\right> _ {\infty} < \infty \} = \{ [X]_\infty < \infty \}$ if ${E}\sup_{n\in T}(\Delta X_n)^2 < \infty$?

Published on 02 Sep 2018 - 9:37

1.5k

Views

Quadratic variation and brackets, whats the difference?

Published on 03 Oct 2018 - 7:26

2k

Views

On the stochastic exponential in stochastic calculus

Published on 27 Oct 2018 - 20:24

111

Views

Burkholder's inequality on $[s,t]$

Published on 14 Nov 2018 - 15:06

314

Views

Quadratic variation of $X_t=B_t-tB_1$ for $t\in[0,1]$?

Published on 24 Nov 2018 - 20:46

239

Views

$L^2$-quadratic variation of $X_t = B_t-tB_1$ for Brownian motion $(B_t)_{t \geq 0}$

Published on 27 Nov 2018 - 23:34

284

Views

What is the quadratic variation of $e^{-t\lambda}B_{\frac{e^{2\lambda t}-1}{2\lambda}}$?

Published on 13 Jan 2019 - 22:27

374

Views

quadratic variation of the solution to the martingale problem

Published on 06 Feb 2019 - 7:24

450

Views

total variation inequality involving cross variation

Published on 05 Mar 2019 - 4:35

261

Views

Example of a continuous function with discontinuous quadratic variation

Published on 24 Apr 2019 - 21:35

379

Views

Find the quadratic variation process of $\int f(s) \, dB_s$

Published on 01 May 2019 - 1:55

177

Views

If $M$ is a martingale, why $M\mapsto \left<M\right>$ is a quadratic form?

Published on 09 May 2019 - 7:35

273

Views

Bound on supremum of local martingale

Published on 26 May 2019 - 19:08

2.3k

Views

Quadratic Variation of a continuous function

Published on 31 May 2019 - 16:16

List Question

How does the general stochastic integral generalize the Brownian motion stochastic integral?

How to show $\{\left<X\right> _ {\infty} < \infty \} = \{ [X]_\infty < \infty \}$ if ${E}\sup_{n\in T}(\Delta X_n)^2 < \infty$?

Quadratic variation and brackets, whats the difference?

On the stochastic exponential in stochastic calculus

Burkholder's inequality on $[s,t]$

Quadratic variation of $X_t=B_t-tB_1$ for $t\in[0,1]$?

$L^2$-quadratic variation of $X_t = B_t-tB_1$ for Brownian motion $(B_t)_{t \geq 0}$

What is the quadratic variation of $e^{-t\lambda}B_{\frac{e^{2\lambda t}-1}{2\lambda}}$?

quadratic variation of the solution to the martingale problem

total variation inequality involving cross variation

Example of a continuous function with discontinuous quadratic variation

Find the quadratic variation process of $\int f(s) \, dB_s$

If $M$ is a martingale, why $M\mapsto \left<M\right>$ is a quadratic form?

Bound on supremum of local martingale

Quadratic Variation of a continuous function

Trending Questions

Popular # Hahtags

Popular Questions