Use Theorem 24.6 to show that the martingale of Example 25.14 is uniformly integrable. Data from example
Question:
Use Theorem 24.6 to show that the martingale of Example 25.14 is uniformly integrable.
Data from example 25.14
Data from theorem 24.6
Transcribed Image Text:
Example 25.14 Consider in R" the half-open squares Qk (2):=z+[0,2 k)", kez, ze 2-kz", with lower left corner z and side-length 2-k. Then A=0 (Qk (2): z 2-kZ"), kZ, Ak defines a (two-sided infinite) filtration ...calo cao cao cap cao ch of sub-o-algebras of B(R"). The superscript [0]' indicates that the square lat- tice in each contains some square with the origin 0 ER" as lower left corner. Just as in Example 23.3(ix), one sees that for a function f= L (X") 1 Su(x) == V(Qt(e)) ( SdX" 1 Qu(z)(x), KEZ, X" Z2-k7h is a martingale - if you are unhappy about the two-sided infinite index set, then think of (fk,ken, as a martingale and of (f-k, kEN martingale. For the square maximal function fo] (x):=sup f(x) = sup KEZ Se X" (Q) (25.13) k) as a backwards \dx"
Fantastic news! We've Found the answer you've been seeking!
Step by Step Answer:
Answer rating: 50% (2 reviews)
Since fi is a martingale and since fisilame love ZE2kn Ifd2 and 1 2 Qkz ZE2kZn 11102 00 d2 we get fr...View the full answer
Answered By
Subash Murugaih
I am leading expert in this web site couple of years and My clients are much happy with my works and services.
4.60+
309+ Reviews
539+ Question Solved
Related Book For
Question Posted:
Students also viewed these Business questions
-
The data that follow are from two random samples of 37 college males and 42 college females with respect to their commute times to e. a. Do the distributions of commute time for males and females...
-
The following additional information is available for the Dr. Ivan and Irene Incisor family from Chapters 1-5. Ivan's grandfather died and left a portfolio of municipal bonds. In 2012, they pay Ivan...
-
The following data were collected in an attempt to show that the number of minutes the city bus is late is steadily growing larger. The data are in order of occurrence. At a = 0.05 do these data show...
-
A trader depreciates his vehicles at 40% per annum using the reducing balance method, with proportionate depreciation in the year of acquisition. In addition to vehicles acquired on 1 July 2010 for...
-
Estimate the binding energy of a KC1 molecule by calculating the electrostatic potential energy when the K+ and CI ions are at their stable separation of 0.28nm. Assume each has a charge of magnitude...
-
Verify Theorem 1 for the given F(z), z 0 , and circle of radius 1. 2z 4 , z 0 = -2
-
A European recession and the U.S. economy a. In 2014, European Union spending on U.S. goods accounted for \(18 \%\) of U.S. exports (see Table 17-2), and U.S. exports amounted to \(15 \%\) of U.S....
-
The list below indicates various audit, attestation, and assurance engagements involving auditors. 1. A report on the effectiveness of internal control over financial reporting as required by Section...
-
Your company has decided to adopt a NoSQL database management system for storage and processing of big data. You have been asked to investigate alternative NoSQL technologies. (a) Explain the...
-
Let \(u:[a, b] ightarrow \mathbb{R}\) be a continuous function. Show that \(x \mapsto \int_{[a, x]} u(t) d t\) is everywhere differentiable and find its derivative. What happens if we assume only...
-
\(\mathcal{L}^{p}\)-bounded martingales. A martingale \(\left(u_{n}, \mathscr{A}_{n}ight)_{n \in \mathbb{N}}\) on a \(\sigma\)-finite filtered measure space is called \(\mathcal{L}^{p}\)-bounded, if...
-
Karens Dance Studio created a $ 370 imprest petty cash fund. During the month, the fund custodian authorized and signed petty cash tickets as follows: Requirement 1. Make the general journal entry to...
-
Current Price of LOGI: Implied Historical Ask Price Delta Vol 100-Day Vol Sept 22 70 Strike Calls 4.6 0.4316 0.4 160 Sept 22 80 Strike Calls 1.9 0.2292 0.38 0 Sept 22 70 Strike Puts 9.8 -0.5671 0.4 0...
-
Tom incurred the following expenditure in relation to his income producing property for the year ended 30 June 2023: Removal of worn linoleum flooring in the kitchen and dining room and replacing...
-
Consider a home mortgage of $150,000 at a fixed APR of 4.5% for 25 years. a. Calculate the monthly payment. b. Determine the total amount paid over the term of the loan. c. Of the total amount paid,...
-
What are the long-term consequences of industrialization on human health, considering factors such as occupational hazards, pollution-related illnesses, and shifts in dietary and lifestyle habits?
-
In October 2023, ABC Corp enters into negotiations with XYZ Corp to lease commercial property. ABC pays G, its outside legal counsel, $4,000 in October 2023 for services rendered by G during December...
-
In 1994, the Board of County Commissioners of Yellowstone County, Montana, created Zoning District 17 in a rural area of the county and a planning and zoning commission for the district. The...
-
Rewrite Programming Exercise 7.5 using streams. Display the numbers in increasing order. Data from Programming Exercise 7.5 Write a program that reads in 10 numbers and displays the number of...
-
Read Advocating for Policy Change in Nonprofit Coalitions by Fyall and McGuire. According to the authors, what themes are emerging in the research regarding nonprofit advocacy?
-
Read Advocating for Policy Change in Nonprofit Coalitions by Fyall and McGuire.(See Articles.)What did the authors research reveal about the relationship between coalitions and policy change?
-
Read Tweeting Social Change:How Social Media Are Changing Nonprofit Advocacy by Guo and Saxton.According to the authors, how do nonprofit organizations use social media to advocate for social causes?
-
:48 t int A company had the following assets and liabilities at the beginning and end of this year. Beginning of the year End of the year Assets $ 82,500 135,500 Liabilities $ 35,368 54,878 a. Owner...
-
Kubin Company's relevant range of production is 26,000 to 35,500 units. When it produces and sells 30,750 units, its average costs per unit are as follows: Direct materials Average Cost per Unit $...
-
(32 pts) Consider the following program, written in no particular language. Show what the program prints in the case of parameter passing by (a) value, (b) reference, (c) value-result, and (d) name....
Study smarter with the SolutionInn App