List questions from quadratic-variation

Published on 09 Aug 2015 - 21:07

682

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Quadratic Variation of Brownian motion indexed by cadlag increasing function

Published on 05 Oct 2015 - 15:48

1.9k

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Quadratic covariation of a jump process and a continuous process of finite variation always zero?

Published on 24 Nov 2015 - 17:02

122

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Guess quadratic variation of 2 processes, with same/different BM.

Published on 27 Nov 2015 - 10:44

238

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When does convergence in quadratic variation imply a uniform convergence or vice versa?

Published on 17 Dec 2015 - 18:30

92

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Quadratic variation along a sequence of subpartitions

Published on 18 Dec 2015 - 14:19

1.9k

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Quadratic variation of semi-martingale

Published on 10 Jan 2016 - 21:40

156

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Counterintuitive result on quadratic variation

Published on 22 Jan 2016 - 10:37

141

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Quadtratic variation of a martingale and its derivative

Published on 01 Feb 2016 - 16:34

401

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Proving that $X^2- [X]$ is a local martingale given that $X$ is a cadlag locally square-integrable martingale

Published on 03 Feb 2016 - 17:16

93

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Prove convergence of quadratic variation.

Published on 06 Mar 2016 - 20:52

139

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Difference between two quadratic variations

Published on 10 Mar 2016 - 9:54

505

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Quadratic Variation of Wiener's process

Published on 28 Mar 2016 - 16:21

80

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Stochastic calculus with normal distribution

Published on 18 Apr 2016 - 23:29

271

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Uniqueness of Predictable Quadratic Covariation

Published on 03 May 2016 - 11:38

List Question

Quadratic variation of the Ornstein-Uhlenbeck process

Quadratic Variation of Brownian motion indexed by cadlag increasing function

Quadratic covariation of a jump process and a continuous process of finite variation always zero?

Guess quadratic variation of 2 processes, with same/different BM.

When does convergence in quadratic variation imply a uniform convergence or vice versa?

Quadratic variation along a sequence of subpartitions

Quadratic variation of semi-martingale

Counterintuitive result on quadratic variation

Quadtratic variation of a martingale and its derivative

Proving that $X^2- [X]$ is a local martingale given that $X$ is a cadlag locally square-integrable martingale

Prove convergence of quadratic variation.

Difference between two quadratic variations

Quadratic Variation of Wiener's process

Stochastic calculus with normal distribution

Uniqueness of Predictable Quadratic Covariation

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