Timeline for Question on the limit of martingales
Current License: CC BY-SA 4.0
3 events
when toggle format | what | by | license | comment | |
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Oct 10, 2021 at 6:33 | vote | accept | CommunityBot | ||
Aug 3, 2021 at 16:26 | comment | added | GJC20 | I strongly believe that, in order to expect a continuous limit, you need to assign a "suitable" distribution $\mu$ to $X_0$, i.e. $X_0\sim\mu$, instead of the Dirac measure $\delta_0$, i.e. $X_0=0$ | |
Aug 3, 2021 at 15:07 | history | answered | GJC20 | CC BY-SA 4.0 |