Timeline for Brownian motion, quadratic variation, existence of partitions?
Current License: CC BY-SA 3.0
4 events
| when toggle format | what | by | license | comment | |
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| Oct 7, 2015 at 21:28 | comment | added | Mark Lewko | It still seems a bit unclear but it's probably just me. In any event I have reworded my answer. | |
| Oct 7, 2015 at 21:05 | comment | added | Bjørn Kjos-Hanssen | @MarkLewko "Does there with probability one exist a sequence" seems to be asking whether $P($there exists a sequence$)=1$, though, right? | |
| Oct 7, 2015 at 21:04 | comment | added | Mark Lewko | I should point out the difference in our answers depends on one's interpretation of the question. In exercise 1.13(a) the sequence of partitions are random (that is they vary with each element of the probability space). In this case Taylor's result gives the exact asymptotic dependence. If one uses a deterministic sequence of partitions, which is how I read the question, the answer is 'no' based on Lévy's work. | |
| Oct 7, 2015 at 20:50 | history | answered | Bjørn Kjos-Hanssen | CC BY-SA 3.0 |