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On the quadratic variation of the Brownian motion

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#stochastic-processes #brownian-motion #martingales #variance #quadratic-variation
171
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Covariation of independent semimartingales is zero

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#stochastic-calculus #quadratic-variation #local-martingales
132
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Why is the quadratic covariation of two independent brownian motions zero?

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#probability-theory #stochastic-processes #stochastic-calculus #brownian-motion #quadratic-variation
46
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Proof that the quadratic variation of a semi martingale is the quadratic variation of its local martingale part

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#probability-theory #stochastic-processes #stochastic-calculus #quadratic-variation
47
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Is this a valid counterexample that $B$ is not a brownian motion?

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#probability-theory #stochastic-processes #stochastic-calculus #brownian-motion #quadratic-variation
316
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Prove that $L^2$ martingales with bounded increments that converge almost surely to a finite limit has converging quadratic variation

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#probability #probability-theory #stochastic-processes #martingales #quadratic-variation
25
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Derivative of the quadratic variation of Levy process

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#stochastic-processes #stochastic-calculus #levy-processes #quadratic-variation
146
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Quadratic variation of integral of martingales

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#probability-theory #martingales #quadratic-variation
35
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Definition of first-order and second-order (quadratic) variation

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#probability #quadratic-variation
21
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Approximation of quadratic variation of martingales

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#probability #stochastic-processes #martingales #stochastic-analysis #quadratic-variation
44
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A continuous local martingale $M$ is constant on an interval if $\langle M\rangle$ is

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#quadratic-variation #local-martingales
4k
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What is the quadratic variation of compensated poisson process?

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#stochastic-processes #stochastic-calculus #quadratic-variation
445
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Finite quadratic variation leads to finite covariation

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#inequality #stochastic-processes #martingales #bilinear-form #quadratic-variation
2.3k
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How to compute the quadratic variation of a compound poisson process?

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#stochastic-calculus #quadratic-variation
123
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Additivity of quadratic variation

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#stochastic-processes #quadratic-variation

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