Timeline for Strong Markov Property of the joint process $(B_t,L_t)_{t\ge 0}$
Current License: CC BY-SA 3.0
7 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| May 7, 2015 at 9:42 | comment | added | The Bridge | @ CodeGolf : Sorry I still don"t get why and how $\tau_1$ has anything to do with local time maybe you could elaborate on this point. I think that any $\mathcal{F}_{\tau_1}$-measurable function can be written as a measurable function of $B_{\tau_1}$ so why do you introduce local time ? Best regards | |
| May 7, 2015 at 5:54 | comment | added | CodeGolf | So I would like to know whether the law of $B_{\tau_2}-B_{\tau_1}$ depends uniquely on $(B_{\tau_1},L_{\tau_1})$ by the construction of $\tau_1$ and $\tau_2$ | |
| May 6, 2015 at 17:23 | comment | added | The Bridge | @ CodeGolf : so what ? | |
| May 6, 2015 at 14:39 | comment | added | CodeGolf | It is true that $B_{\tau_2}-B_{\tau_1}$ is independent of $\mathcal{F}_{\tau_1}$, but the law of $B_{\tau_2}-B_{\tau_1}$ depends on $\mathcal{F}_{\tau_1}$ | |
| May 6, 2015 at 14:37 | comment | added | CodeGolf | Thanks for your reply. $\lambda$ stands for a bounded continuous function. | |
| May 6, 2015 at 13:12 | comment | added | The Bridge | @ CodeGolf : Hi first what is $\lambda$ standing for in your last equation ? Second why do you think the Local time is involved ? | |
| May 5, 2015 at 8:46 | history | asked | CodeGolf | CC BY-SA 3.0 |