harangue 发表于 2025-3-23 13:38:24
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Indian Statistical Institute Serieshttp://image.papertrans.cn/i/image/474223.jpg细颈瓶 发表于 2025-3-23 18:53:33
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,The Ito’s Integral,We begin this chapter with the quadratic variation and Levy’s characterization of the Brownian motion. Later, we will outline the basic development of the Ito’s Integral w.r.t. Brownian motion. We also discuss existence and uniqueness of solutions to the classical stochastic differential equations driven by Brownian motion.BULLY 发表于 2025-3-24 08:26:09
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Dominating Process of a Semimartingale,In Chap. ., we saw that using random time change, any continuous semimartingale can be transformed into a amenable semimartingale, and then one can have a growth estimate on the stochastic integral similar to the one satisfied by integrals w.r.t. Brownian motion.infarct 发表于 2025-3-24 19:01:50
SDE Driven by r.c.l.l. Semimartingales,In this chapter, we will consider stochastic differential equations as in Sect. . where the driving semimartingale need not be continuous.谎言 发表于 2025-3-25 02:03:37
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