Timeline for What is the optimal growth of the constant in BDG?
Current License: CC BY-SA 3.0
7 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Nov 17, 2015 at 15:29 | comment | added | MKR | Yes, sorry, in the context of my answer your comment makes perfect sense, of course. | |
| Nov 17, 2015 at 14:02 | comment | added | Alexander Shamov | The time change is the quadratic variation. I thought you were talking about the case when it's bounded. | |
| Nov 17, 2015 at 10:05 | comment | added | MKR | The time-change may be random and unbounded, thus your argument regarding Brownian Motion does not transfer to general continuous martingales. | |
| Nov 13, 2015 at 14:53 | comment | added | Alexander Shamov | The question was about continuous martingales. A continuous martingale is a time-changed Brownian motion, and the maximum of a Brownian motion over a bounded interval is sub-Gaussian. | |
| Nov 12, 2015 at 9:15 | review | Late answers | |||
| Nov 12, 2015 at 9:38 | |||||
| Nov 12, 2015 at 8:56 | review | First posts | |||
| Nov 12, 2015 at 9:09 | |||||
| Nov 12, 2015 at 8:54 | history | answered | MKR | CC BY-SA 3.0 |