Timeline for Monotone convergence theorem for stochastic integrals
Current License: CC BY-SA 3.0
16 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Jan 26, 2018 at 21:00 | answer | added | Russ Lyons | timeline score: 0 | |
| Oct 2, 2017 at 8:24 | history | bumped | CommunityBot | This question has answers that may be good or bad; the system has marked it active so that they can be reviewed. | |
| Sep 2, 2017 at 7:25 | history | bumped | CommunityBot | This question has answers that may be good or bad; the system has marked it active so that they can be reviewed. | |
| Aug 3, 2017 at 7:16 | history | bumped | CommunityBot | This question has answers that may be good or bad; the system has marked it active so that they can be reviewed. | |
| Jul 4, 2017 at 6:23 | history | bumped | CommunityBot | This question has answers that may be good or bad; the system has marked it active so that they can be reviewed. | |
| Jun 4, 2017 at 5:27 | history | bumped | CommunityBot | This question has answers that may be good or bad; the system has marked it active so that they can be reviewed. | |
| May 5, 2017 at 4:38 | history | bumped | CommunityBot | This question has answers that may be good or bad; the system has marked it active so that they can be reviewed. | |
| Apr 5, 2017 at 4:15 | history | bumped | CommunityBot | This question has answers that may be good or bad; the system has marked it active so that they can be reviewed. | |
| Mar 6, 2017 at 3:47 | history | bumped | CommunityBot | This question has answers that may be good or bad; the system has marked it active so that they can be reviewed. | |
| Feb 14, 2017 at 14:07 | review | First posts | |||
| Feb 14, 2017 at 14:11 | |||||
| Feb 4, 2017 at 3:44 | answer | added | JGWang | timeline score: 1 | |
| Feb 3, 2017 at 13:37 | comment | added | Paula | I'm actually still trying to solve the question I asked before: mathoverflow.net/questions/259991/…. Could you please explain the subordinator case? | |
| Feb 3, 2017 at 13:09 | comment | added | zhoraster | And what do you need these results for? Anyway, the chances are minimal to get something making use of monotonicity and not included in existing general results. Maybe only when $L$ is a subordinator: the integral is defined pathwise in Lebesgue-Stieltjes sense, so you can use deterministic monotone convergence theorem. | |
| Feb 3, 2017 at 11:46 | comment | added | Paula | In a "convenient way". So can be Ito integral, can be Stratonovich integral. I'd be happy to find a result for any of these definitions. | |
| Feb 3, 2017 at 8:40 | comment | added | zhoraster | How do you define $\int\dots dL_s$? | |
| Feb 2, 2017 at 12:05 | history | asked | Paula | CC BY-SA 3.0 |