List questions from quadratic-variation

Published on 19 Nov 2019 - 19:54

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Finite process in Revuz-Yor

Published on 25 Nov 2019 - 21:39

108

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$\langle B_t \rangle = t$. Quadratic variation of $B_t$

Published on 14 Dec 2019 - 13:02

190

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Itô for a pure jump martingale and preservable quadratic variation as compensator of quadratic variation

Published on 23 Dec 2019 - 14:55

150

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Quadratic variation of $X_t=\int_0^t B_u \, du$

Published on 14 Jan 2020 - 20:27

78

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Martingale property for two stochastic processes?

Published on 15 Jan 2020 - 14:17

4k

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Calculation of the quadratic variation of an Itô process.

Published on 24 Jan 2020 - 11:50

50

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If $Y_t$ is an itô process, why $(dY_t)^2$ denote the Quadratic variation of $Y_t$?

Published on 30 Jan 2020 - 19:07

138

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Crossvariation of two independent B.M.

Published on 02 Feb 2020 - 20:29

203

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Compensator for $\bigg(\int_0^t f(s)dB(s)\bigg)^2$.

Published on 07 Feb 2020 - 11:54

76

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Bounding Solution of Nonlinear Stochastic Heat Equation with Coloured Noise

Published on 19 Feb 2020 - 12:32

418

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Quadratic Variation in SDEs

Published on 03 Mar 2020 - 1:09

480

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Quadratic variation of $dX_t$ = $\mu \, dt + \sigma \, dB_t$

Published on 03 Mar 2020 - 12:33

180

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What are the processes whose second moment equal their quadratic variation (like the Brownian motion)?

Published on 29 Mar 2020 - 1:58

502

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Derive an upper bound for the total variation of quadratic covariation [Exercise 1.5.7 in Karatzas and Shreve].

Published on 24 Apr 2020 - 20:24

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Question on definition of Quadratic Variation

Finite process in Revuz-Yor

$\langle B_t \rangle = t$. Quadratic variation of $B_t$

Itô for a pure jump martingale and preservable quadratic variation as compensator of quadratic variation

Quadratic variation of $X_t=\int_0^t B_u \, du$

Martingale property for two stochastic processes?

Calculation of the quadratic variation of an Itô process.

If $Y_t$ is an itô process, why $(dY_t)^2$ denote the Quadratic variation of $Y_t$?

Crossvariation of two independent B.M.

Compensator for $\bigg(\int_0^t f(s)dB(s)\bigg)^2$.

Bounding Solution of Nonlinear Stochastic Heat Equation with Coloured Noise

Quadratic Variation in SDEs

Quadratic variation of $dX_t$ = $\mu \, dt + \sigma \, dB_t$

What are the processes whose second moment equal their quadratic variation (like the Brownian motion)?

Derive an upper bound for the total variation of quadratic covariation [Exercise 1.5.7 in Karatzas and Shreve].

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