Timeline for Stochastic calculus in $L^1$
Current License: CC BY-SA 3.0
11 events
| when toggle format | what | by | license | comment | |
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| Jan 14, 2023 at 17:24 | vote | accept | ABIM | ||
| Jan 13, 2023 at 22:58 | answer | added | Thomas Kojar | timeline score: 1 | |
| Feb 12, 2016 at 21:37 | comment | added | Stephan Sturm | I just wonder what you intend to achieve with your question? | |
| Feb 12, 2016 at 21:37 | comment | added | Stephan Sturm | If you do not require that the expectations are finite but allow an equality infinities, this follows also directly from localization. | |
| Feb 12, 2016 at 14:03 | comment | added | ABIM | Good point, but does it's isometry types of results exists for L1 processes? | |
| Feb 12, 2016 at 14:03 | history | edited | ABIM | CC BY-SA 3.0 |
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| Feb 11, 2016 at 20:07 | comment | added | Stephan Sturm | Localization is a standard practice written down in nearly every stochastic analysis textbook. As limits in the definition of stochastic integrals are taken in probability, the generic setting for Ito's formula is neither $L^2$ nor $L^1$ but $L^0$. | |
| Feb 11, 2016 at 16:22 | history | edited | ABIM | CC BY-SA 3.0 |
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| Feb 11, 2016 at 7:40 | history | edited | Nate Eldredge | CC BY-SA 3.0 |
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| Feb 11, 2016 at 7:39 | comment | added | Nate Eldredge | Can you be more specific about what kind of results you are looking for? It isn't really clear to me what you mean by the calculus being "defined on" an $L^1$ space. Certainly there are plenty of results in either area where $L^1$ spaces arise. | |
| Feb 11, 2016 at 4:41 | history | asked | ABIM | CC BY-SA 3.0 |