Timeline for L2-closure of absolutely continuous stochastic processes?
Current License: CC BY-SA 4.0
5 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| May 15, 2021 at 8:03 | comment | added | Kolodez | Maybe it is not closed. But I am only interested in approximating semimartingales. | |
| May 15, 2021 at 8:02 | comment | added | Kolodez | This definition of $\mathcal S$ is where my problem comes from. After that, I needed to find a fitting title. :) | |
| May 14, 2021 at 23:46 | comment | added | Nate Eldredge | Is the class of semimartingales actually closed under $L^2(\Omega \times [0,T])$ convergence? That's not a property I remember. | |
| May 14, 2021 at 22:10 | comment | added | Nate River | If you want to emulate the definition of absolutely continuous for processes, wouldn’t it make sense to take $Y_t$ to be almost surely $L^1$ in time, instead of the stronger continuous and bounded? | |
| May 14, 2021 at 21:16 | history | asked | Kolodez | CC BY-SA 4.0 |