Timeline for Why do we mainly integrate with respect to martingales?
Current License: CC BY-SA 4.0
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| Sep 20 at 7:38 | comment | added | Nate River | I’m glad it was understandable! @leomonsaingeon | |
| Sep 20 at 7:33 | comment | added | leo monsaingeon | Great answer @Nate, precisely the kind of insight I was looking into. (BTW: sorry for coming back here so late!) | |
| Sep 20 at 7:32 | vote | accept | leo monsaingeon | ||
| Sep 19 at 20:13 | history | edited | Nate River | CC BY-SA 4.0 |
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| Sep 19 at 20:13 | comment | added | Nate River | @900edges And uh, I think I should have said that the Ito integrals are defined as limits in $L^2$ or probability, rather than almost sure limits. | |
| Sep 19 at 20:11 | comment | added | Nate River | @900edges Ah, so the precise meaning is that if we try to view it as a usual deterministic Riemann-Stiltjes integral for each value of the random parameter $\omega \in \Omega$, the integral fails to exist in the usual sense. | |
| Sep 19 at 15:54 | comment | added | 900edges | "the paths of the integrator are too rough." Does this mean that you view the integral as a path integral over the path of the stochastic process? I'm new to this, so please excuse the basic questions. And what does it mean for Ito integrals to be defined in $L^2$ rather than pathwise? | |
| Jan 27, 2023 at 12:28 | history | edited | Nate River | CC BY-SA 4.0 |
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| Jan 27, 2023 at 12:23 | history | edited | Nate River | CC BY-SA 4.0 |
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| Jan 27, 2023 at 12:08 | history | edited | Nate River | CC BY-SA 4.0 |
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| Jan 27, 2023 at 12:03 | history | edited | Nate River | CC BY-SA 4.0 |
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| Jan 27, 2023 at 11:50 | history | edited | Nate River | CC BY-SA 4.0 |
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| Jan 27, 2023 at 11:44 | history | edited | Nate River | CC BY-SA 4.0 |
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| Jan 27, 2023 at 11:33 | history | edited | Nate River | CC BY-SA 4.0 |
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| Jan 27, 2023 at 11:27 | history | answered | Nate River | CC BY-SA 4.0 |