Hectic
发表于 2025-3-26 22:06:23
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surrogate
发表于 2025-3-27 05:07:35
Martingales in Continuous TimeIn this chapter we extend our discussion of martingales to allow a continuous-time processes. Throughout we take . or ..
盘旋
发表于 2025-3-27 07:38:45
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没有准备
发表于 2025-3-27 11:04:02
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缺陷
发表于 2025-3-27 15:30:46
Itô’s Differential RuleIn order to use the theory of stochastic integration, much like in classical integration, certain rules are of fundamental importance. The most famous of these, ‘Itô’s Differential Rule’, generalizes the chain rule from classical calculus. Deriving this rule and exploring its consequences are the aims of this chapter.
深陷
发表于 2025-3-27 19:41:05
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Heresy
发表于 2025-3-27 23:51:19
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NATTY
发表于 2025-3-28 02:10:02
Processes of Finite Variation finite variation for almost all .. This first step is deceptively simple, as we can establish our integral pathwise, simply by appealing to the Lebesgue–Stieltjes integral considered in Chapter . We then use this theory to establish the stochastic integral for more general processes, over the coming chapters.
Indebted
发表于 2025-3-28 06:57:57
Random Measurestic measure over time ., such that the integrals with respect to this measure correspond, in some sense, to the stochastic integrals with respect to the original process. Formalizing this idea, in a general setting, is the purpose of this chapter.
玉米
发表于 2025-3-28 12:21:21
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