Timeline for Can an a.s. non constant continuous martingale be differentiable with nonzero probability?
Current License: CC BY-SA 4.0
8 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Nov 21, 2022 at 17:07 | vote | accept | Nate River | ||
| Nov 21, 2022 at 17:07 | vote | accept | Nate River | ||
| Nov 21, 2022 at 17:07 | |||||
| Nov 21, 2022 at 16:28 | history | bounty ended | Nate River | ||
| Nov 21, 2022 at 16:28 | comment | added | Nate River | Just read it, it’s a very nice proof. Thanks for your answer! | |
| Nov 21, 2022 at 12:08 | comment | added | Christophe Leuridan | @Nate River. I completed the proof. | |
| Nov 21, 2022 at 12:08 | history | edited | Christophe Leuridan | CC BY-SA 4.0 |
I completed the proof to make it rigourous.
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| Nov 20, 2022 at 22:40 | comment | added | Nate River | Thanks for your answer! Can you elaborate on how $d\langle M, M \rangle_t / dt = 0$ is derived? How is the result from Kahane’s theorem used? | |
| Nov 20, 2022 at 17:41 | history | answered | Christophe Leuridan | CC BY-SA 4.0 |