Check the (in)equalities from Step (3^{circ}) in the proof of Lemma 13.20. Data From Leema 13.20 13.20
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Check the (in)equalities from Step \(3^{\circ}\) in the proof of Lemma 13.20.
Data From Leema 13.20
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13.20 Lemma. (w)>() for almost all w = 0. Proof. 1 Since for every w = D() we have 2rw = (r), r 0 a sequence (Sn)n31, Sn co, such that Plim Zs. () - W()ll. ] = 1. Ln-co Note that the sequence s,, will depend measurably on w.
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Brownian Motion A Guide To Random Processes And Stochastic Calculus De Gruyter Textbook
ISBN: 9783110741254
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