Herpetologist
发表于 2025-3-26 21:47:18
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努力赶上
发表于 2025-3-27 02:45:28
Semimartingales and Stochastic Differentials,h respect to local ..-martingales. This is most naturally given by the concept of a semimartingale. In the next chapter and in chapter 10 we shall see that semimartingales are very flexible also in other respects.
Baffle
发表于 2025-3-27 05:36:29
The Special Role of Brownian Motion,e deals with what we view as the most important result on Brownian motion (besides Wiener’s existence theorem) namely P. Levy’s characterization by means of quadratic variation. The theorem of K. Dambis, L.E. Dubins and G. Schwarz in section 9.2 tells us that every a.s. continuous local martingale i
Pelago
发表于 2025-3-27 11:34:56
Predictability,in a (local) ..-sense. The measure which governs this ..-convergence is the “Föllmer-Doleans measure” on ℝ. × Ω given by d. dℙ(ω) where is the increasing (quadratic variation) process of the integrator M.
断言
发表于 2025-3-27 13:56:20
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解冻
发表于 2025-3-27 21:30:40
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Adjourn
发表于 2025-3-27 23:55:18
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Daily-Value
发表于 2025-3-28 05:59:40
Processes and Filtrations, X may also be viewed as a single function of two variables t and ω. Stopping times and filtrations are introduced in order to deal with measurability questions arising from the interplay between t an ω.
AMBI
发表于 2025-3-28 09:53:22
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舞蹈编排
发表于 2025-3-28 11:11:38
Semimartingales and Stochastic Differentials,h respect to local ..-martingales. This is most naturally given by the concept of a semimartingale. In the next chapter and in chapter 10 we shall see that semimartingales are very flexible also in other respects.