Timeline for Stochastic integrals as honest martingales -- comparison criterion
Current License: CC BY-SA 3.0
4 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Sep 5, 2011 at 9:26 | vote | accept | Grzenio | ||
| Sep 4, 2011 at 22:18 | answer | added | George Lowther | timeline score: 6 | |
| Sep 4, 2011 at 17:08 | comment | added | George Lowther | The quick answer is no. You need $\sup\_{s\le t}\rho\_s$ to be integrable to guarantee a positive answer. | |
| Sep 4, 2011 at 16:38 | history | asked | Grzenio | CC BY-SA 3.0 |