Let (tau) be a stopping for a (mathrm{BM}^{1}left(B_{t} ight)_{t geqslant 0}) and define the stochastic interval that
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Let \(\tau\) be a stopping for a \(\mathrm{BM}^{1}\left(B_{t}\right)_{t \geqslant 0}\) and define the stochastic intervalthat
Approximate \(\tau\) by stopping times with finitely many values as in Lemma A.16.
Data From Lemma A.16
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Related Book For
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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