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Maximilian Janisch's user avatar
Maximilian Janisch's user avatar
Maximilian Janisch's user avatar
Maximilian Janisch
  • Member for 6 years, 2 months
  • Last seen this week
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Preservation of variance for log-normal variables under change of measure
Sorry I only had time to look at this now. If I find the time I'll try to contribute in the next week, but no guarantees šŸ˜….
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Can we invoke "almost supermartingale" Theorem for deterministic sequences?
@user I donā€™t have the time to look for the right argument now but my intuition is this: If $\sum_k S^k$ were to go to $\infty$, then it seems ā€žhard for $V^k$ to remain non-negative for all $k$.ā€œ
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Can we invoke "almost supermartingale" Theorem for deterministic sequences?
Indeed as @Dieter Kadelka said, taking the trivial filtration works. But what you are trying to show should be provable also with much more elementary methods.
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Decay of solutions to the wave equation $\ddot\phi(t, x)+\frac{n p}{t}\dot\phi(t,x)-t^{-2p}\Delta\phi(t,x)=0$
@Daniele This is a great suggestion! Thank you for making me aware of this. Maybe some time I will try to use this, but for now I've had enough of this problem :)
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