List questions from quadratic-variation

Published on 13 May 2020 - 20:16

64

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Applying Itô's formula on trigonometric identity

Published on 31 May 2020 - 12:09

369

Views

Unbounded quadratic variation process for bounded continuous martingale

Published on 31 May 2020 - 12:58

335

Views

Quadratic variation of $ X_t = t W_t $

Published on 03 Jun 2020 - 9:31

98

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$\int_0^t W_s \, ds $ has finite variation

Published on 03 Jun 2020 - 23:46

246

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Quadratic variation of the absolute value of the Brownian motion

Published on 04 Jun 2020 - 19:42

1.2k

Views

Positive Quadratic Variation implies infinite total variation

Published on 25 Jul 2020 - 21:36

254

Views

Family of partitions, s.t. the quadratic variation of a BM diverges a.s.

Published on 06 Jul 2016 - 16:41

801

Views

quadratic variation of brownian motion doesn't converge almost surely

Published on 08 Jul 2016 - 15:38

195

Views

Trouble understanding construction of quadratic variation of martingale

Published on 06 Aug 2016 - 17:22

2.5k

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Quadratic variation of the sum

Published on 29 Aug 2016 - 12:58

191

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Best constant in a martingale moment inequality

Published on 10 Sep 2016 - 15:51

87

Views

Question on the proof of the existence of the covariation presented in the book of Kallenberg

Published on 30 Oct 2016 - 11:09

267

Views

Find an equation of variation in which $y$ varies jointly as $t$ and $r$ and inversely as the square of $w$, and $y=2$ when $t=4, r=9,$ and $w=6$.

Published on 15 Nov 2016 - 5:15

199

Views

Brownian motions under different filtrations, quadratic covariation, covergence of approximating sum

Published on 19 Nov 2016 - 2:20

List Question

Predictable Quadratic Variation of $M^2-4\int_{0}^{t}W^2_s ds$

Applying Itô's formula on trigonometric identity

Unbounded quadratic variation process for bounded continuous martingale

Quadratic variation of $ X_t = t W_t $

$\int_0^t W_s \, ds $ has finite variation

Quadratic variation of the absolute value of the Brownian motion

Positive Quadratic Variation implies infinite total variation

Family of partitions, s.t. the quadratic variation of a BM diverges a.s.

quadratic variation of brownian motion doesn't converge almost surely

Trouble understanding construction of quadratic variation of martingale

Quadratic variation of the sum

Best constant in a martingale moment inequality

Question on the proof of the existence of the covariation presented in the book of Kallenberg

Find an equation of variation in which $y$ varies jointly as $t$ and $r$ and inversely as the square of $w$, and $y=2$ when $t=4, r=9,$ and $w=6$.

Brownian motions under different filtrations, quadratic covariation, covergence of approximating sum

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