Timeline for Path continuity for (closed) martingales?
Current License: CC BY-SA 2.5
6 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Sep 29, 2010 at 14:14 | history | edited | Steve Huntsman |
introduced martingale tag
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| Jul 4, 2010 at 19:23 | vote | accept | weakstar | ||
| Jun 29, 2010 at 11:51 | answer | added | The Bridge | timeline score: 2 | |
| Jun 27, 2010 at 18:48 | answer | added | Yuri Bakhtin | timeline score: 3 | |
| Jun 27, 2010 at 18:46 | comment | added | Steve Huntsman | I don't see how you can enforce continuity. Let $M$ be zero until $T/2$, then $\pm 1$ with equal probabilities thereafter. Cadlag might be another story though. | |
| Jun 27, 2010 at 13:17 | history | asked | weakstar | CC BY-SA 2.5 |