How to find out if a stochastic process is martingale?
I used Ito's formula to prove it is not a martingale. Can it be a supermartingale?
How to use Jensens inequality to find if a process is martingale?
How to find out if a stochastic process is martingale?
I used Ito's formula to prove it is not a martingale. Can it be a supermartingale?
How to use Jensens inequality to find if a process is martingale?
Copyright © 2021 JogjaFile Inc.