Timeline for Tanaka-Meyer formula
Current License: CC BY-SA 3.0
4 events
| when toggle format | what | by | license | comment | |
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| May 4, 2020 at 15:34 | comment | added | Al Bundy | The post is closed but I just want to add a precision in the Nate Eldredge's post : The explanation of last equality can be found in Theorem 4.1.6. in "The Pedestrian's Guide to Local Time" by Björk, for those who are interested. (or Th. 3.1.4. for Brownian motion) | |
| Mar 9, 2018 at 23:08 | history | edited | Nate Eldredge | CC BY-SA 3.0 |
missed some negatives
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| Mar 6, 2018 at 16:04 | comment | added | Johny | Thank you very much for your answer. To clarify my confusion, there's a formula which states the relationship between the local time of a martingale and its transformation. Then, due to this formula, I thought this would imply that since the local time of Z is identically zero, so should the local time of X, but I made there very stupid mistake - x at zero is zero, not one. Thank you again. | |
| Mar 6, 2018 at 4:54 | history | answered | Nate Eldredge | CC BY-SA 3.0 |