# Tagged Questions

**17**

votes

**3**answers

1k views

### Do convex and decreasing functions preserve the semimartingale property?

Some time ago I spent a lot of effort trying to show that the semimartingale property is preserved by certain functions. Specifically, that a convex function of a semimartingale and decreasing ...

**2**

votes

**2**answers

828 views

### Examples of deterministic processes of quadratic variation which are of unbounded variation

In [FĂ¶llmer 81] (English translation to be found here) writes: "The class of processes of quadratic variation is clearly larger than the class of semimartingales: Just consider a deterministic process ...

**9**

votes

**2**answers

514 views

### Inequality in Gaussian space — possibly provable by rearrangement?

The following problem arose for my collaborators and me when studying the computational complexity of the Maximum-Cut problem.
Let $f : \mathbb{R} \to \mathbb{R}$ be an odd function. Let $\rho \in ...