Let (left(M^{(1)}, ldots, M^{(d)}ight)) be a local martingale with (M_{0}=0) and denote its quadratic variation by (langle

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Let $\left(M^{(1)}, \ldots, M^{(d)}ight)$ be a local martingale with $M_{0}=0$ and denote its quadratic variation by $\langle Mangle=\left(\left\langle M^{(j)}, M^{(k)}ightangleight)_{j, k}$. Show that $\langle Mangle=0$ implies that $M=0$.

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Brownian Motion A Guide To Random Processes And Stochastic Calculus De Gruyter Textbook

ISBN: 9783110741254

3rd Edition

Authors: René L. Schilling, Björn Böttcher

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Question Posted: Mar 17, 2024 01:00 AM

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Let (left(M^{(1)}, ldots, M^{(d)}ight)) be a local martingale with (M_{0}=0) and denote its quadratic variation by (langle

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Brownian Motion A Guide To Random Processes And Stochastic Calculus De Gruyter Textbook

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