List questions from quadratic-variation

Published on 11 Apr 2026 - 14:00

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limes of martingale given quadratic variation

Published on 23 Feb 2026 - 8:39

775

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Trying to compute the quadratic covariation

Published on 23 Feb 2026 - 8:37

475

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Quadratic Variation and the uniqueness of the solution to SDE

Published on 23 Feb 2026 - 8:39

358

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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 23 Feb 2026 - 8:43

1.2k

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

Published on 23 Feb 2026 - 8:39

1k

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Continuous Local Martingale and Quadratic Variation

Published on 10 Apr 2026 - 21:12

198

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

Published on 09 Apr 2026 - 16:06

1k

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

Published on 23 Feb 2026 - 8:40

599

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

Published on 23 Feb 2026 - 8:39

1.4k

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Stopped local martingale as a martingale

Published on 10 Apr 2026 - 23:24

400

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Function with quadratic variation zero and unbounded first variation

Published on 11 Apr 2026 - 13:36

77

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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 23 Feb 2026 - 8:42

23

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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 23 Feb 2026 - 8:42

159

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Quadratic Variation Mixed Process Poisson and Brownian Motion

Published on 23 Feb 2026 - 8:37

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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