Prove that (left(m_{s}, s geq 0 ight)) is unique in (L_{l o c}^{2}(X)).

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Prove that \(\left(m_{s}, s \geq 0\right)\) is unique in \(L_{l o c}^{2}(X)\).

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Mathematical Methods For Financial Markets

ISBN: 9781447125242

1st Edition

Authors: Monique Jeanblanc, Marc Yor, Marc Chesney

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Question Posted: Apr 02, 2024 06:00 AM

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Prove that (left(m_{s}, s geq 0 ight)) is unique in (L_{l o c}^{2}(X)).

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To prove the uniqueness of the process ms s geq 0 in the space Lloc2X where X is a given probability space we need to show that if there are two proce...View the full answer

Mathematical Methods For Financial Markets

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