List questions from quadratic-variation

Published on 04 Dec 2016 - 12:18

128

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limes of martingale given quadratic variation

Published on 19 Dec 2016 - 14:32

774

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Trying to compute the quadratic covariation

Published on 08 Jan 2017 - 17:39

474

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Quadratic Variation and the uniqueness of the solution to SDE

Published on 11 Jan 2017 - 11:58

357

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Computing quadratic variation of $\int_0^t f_n(s) \, dB_s$ for a piecewise constant function $f_n$

Published on 06 Feb 2017 - 6:36

1.2k

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Showing a Quadratic Variation is increasing and continuous with respect to time

Published on 06 Feb 2017 - 9:14

1k

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Continuous Local Martingale and Quadratic Variation

Published on 08 Feb 2017 - 6:46

196

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Showing $E(X_T ^2)\le E([X]_T)$ for bounded stopping times $T$

Published on 20 Feb 2017 - 10:20

1k

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When does zero cross-quadratic variation imply independence of Brownian motions?

Published on 21 Feb 2017 - 2:43

598

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Basic proof of $d\langle X\cdot M , Y\cdot N\rangle=XY\,d\langle M ,N\rangle$

Published on 08 Mar 2017 - 14:53

1.4k

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Stopped local martingale as a martingale

Published on 14 Mar 2017 - 8:13

397

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Function with quadratic variation zero and unbounded first variation

Published on 27 Mar 2017 - 12:27

76

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Are there some upper bounds of $|\langle X,Y \rangle_t|$ in terms of $\langle X \rangle_t$ and $\langle Y \rangle_t$?

Published on 07 Mar 2023 - 7:11

22

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Compute the Integral of $z_t^{(n)}=\sum_{i\geq0}2W_{t_i^n}\mathbb{1}_{]t_i^n,t_{i+1}^n]}(t)$ w.r.t. the Brwonian Motion $W_s$

Published on 06 May 2023 - 14:06

158

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Quadratic Variation Mixed Process Poisson and Brownian Motion

Published on 17 May 2023 - 1:25

List Question

How to find quadratic variation of $Y_t=B_{2t}$ for a Brownian motion $(B_t)_{t \geq 0}$

limes of martingale given quadratic variation

Trying to compute the quadratic covariation

Quadratic Variation and the uniqueness of the solution to SDE

Computing quadratic variation of $\int_0^t f_n(s) \, dB_s$ for a piecewise constant function $f_n$

Showing a Quadratic Variation is increasing and continuous with respect to time

Continuous Local Martingale and Quadratic Variation

Showing $E(X_T ^2)\le E([X]_T)$ for bounded stopping times $T$

When does zero cross-quadratic variation imply independence of Brownian motions?

Basic proof of $d\langle X\cdot M , Y\cdot N\rangle=XY\,d\langle M ,N\rangle$

Stopped local martingale as a martingale

Function with quadratic variation zero and unbounded first variation

Are there some upper bounds of $|\langle X,Y \rangle_t|$ in terms of $\langle X \rangle_t$ and $\langle Y \rangle_t$?

Compute the Integral of $z_t^{(n)}=\sum_{i\geq0}2W_{t_i^n}\mathbb{1}_{]t_i^n,t_{i+1}^n]}(t)$ w.r.t. the Brwonian Motion $W_s$

Quadratic Variation Mixed Process Poisson and Brownian Motion

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