Problem: Property of the predictable variation process
Eksempel
This problem is identical to Problem 2.4 in ABG.
Problem
Solve Problem 2.4 in ABG.
Hints: To get some hints for how to solve the problem see the link at the bottom of this page.
Eksempel
This problem is identical to Problem 2.4 in ABG.
Solve Problem 2.4 in ABG.
Hints: To get some hints for how to solve the problem see the link at the bottom of this page.