Timeline for Compute the expected value of the product between a Lebesgue–Stieltjes type integral and an Ito integral
Current License: CC BY-SA 3.0
6 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Jan 29, 2013 at 11:07 | vote | accept | Phoebe | ||
| Jan 29, 2013 at 11:07 | comment | added | Phoebe | Thank you.....I think this is the right way to proceed. Definitely, this expected value cannot be zero. | |
| Jan 28, 2013 at 17:45 | comment | added | Hicham | I edited the first answer to take into account your comment | |
| Jan 28, 2013 at 17:44 | history | edited | Hicham | CC BY-SA 3.0 |
added 671 characters in body
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| Jan 28, 2013 at 17:14 | comment | added | Phoebe | If $f(t)$ is a deterministic function this procedure works. In this case, I'm not completely sure! Because I don't know how to prove that $h(s)$ is adapted to the filtration generated by the Brownian motion. Thank you for your help!! | |
| Jan 28, 2013 at 16:38 | history | answered | Hicham | CC BY-SA 3.0 |