z****s
发帖数: 532 | 1 I am sruggling with this simple quesiont, can anyone kindly tell me how to
prove it or this is made by definition.
Thanks a lot. | r*******y
发帖数: 290 | 2 at any single point, it's a normal distribution
【在 z****s 的大作中提到】
: I am sruggling with this simple quesiont, can anyone kindly tell me how to
: prove it or this is made by definition.
: Thanks a lot.
| k****o
发帖数: 11 | 3 first variation is infinity, quadratic variation is t. | M****i
发帖数: 58 | 4 A proof can be found in P110 of "Brownian motion and stochastic calculus"
by Karatzas & Shreve:
http://books.google.com/books?id=ATNy_Zg3PSsC&pg=PA103&lpg=PA10 | z****s
发帖数: 532 | |
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