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I am given the following task. Distributed over a trading day, I am supposed to buy a certain quantity of a good. The price of this good changes during the day. The goal is to buy the required ...

Let $H= L^2[0,1]$ be the space of measurable and square integrable functions from $[0,1]$ to $\mathbb{R},$ let $(\varepsilon_k)_{k \in \mathbb{Z}}$ denote the iid (or strict stationary) $H$-valued ...