Prove the converse of Corollary 23.20. Data From Corollary 23.20 23.20 Corollary (Lvy 1948). Let (Xt, Ft)to
Question:
Prove the converse of Corollary 23.20.
Data From Corollary 23.20
Transcribed Image Text:
23.20 Corollary (Lvy 1948). Let (Xt, Ft)to be a stochastic process with values in Rd and continuous sample paths. If for all j, k = 1,..., d, the processes (X), Ft)tzo and (X)X() - 8jkt, Ft) 20 (X)X()-8jkt, are local martingales, then (Xt, Ft)tzo is a d-dimensional Brownian motion.
Fantastic news! We've Found the answer you've been seeking!
Step by Step Answer:
Answer rating: 100% (1 review)
Answered By
Mercy Kangai
I provide creative and detailed administrative, web search, academic writing, data entry, Personal assistant, Content writing, Translation, Academic writing, editing and proofreading services. I excel at working under tight deadlines with strict expectations. I possess the self-discipline and time management skills necessary to have served as an academic writer for the past seven years. I can bring value to your business and help solve your administrative assistant issues. I have extensive experience in marketing and small business management.
4.80+
27+ Reviews
82+ Question Solved
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
Question Posted:
Students also viewed these Business questions
-
Prove the converse of Theorem 3: If (AX) Y = X (AV) for all n-columns X and Y, then A is symmetric.
-
Give an example to show that the converse of Corollary 11.5 need not be true.
-
Prove corollary 5.1. If x* is a local maximum of f in Rn+, then it is necessary that x* satisfy which means that for every i, Vf(x*) 0, x"20. Vf(x)k'=0
-
Casey Motors recently reported the following information: Net income = $850,000. Tax rate = 40%. Interest expense = $200,000. Total investor-supplied operating capital employed = $9 million. ...
-
According to a study published in the Journal of the American Public Health Association, lefthanded people do not die at an earlier age than right-handed people, contrary to the conclusion of a...
-
Rod AB is attached to a collar at A and is fitted with a small wheel at B which rolls on a circular surface. Knowing that when = 60? the velocity of the collar is 1.2 ft/s downward, determine, at...
-
After the positrons were annihilated, the energy density of the universe was dominated by the photons and the neutrinos. Show that the energy density in that era was given by \(u_{\text {total...
-
Closing down divisions. Belmont Corporation has four operating divisions. The budgeted revenues and expenses for each division for 2011 follows: Further analysis of costs reveals the following...
-
Accounting information systems collect and process information from transactions and then organizes it into useful information for company management and typically include the general journal, which...
-
Describe the three main roles of law in our society.
-
Let \(\left(N_{t}, \mathscr{F}_{t}ight)_{t \geqslant 0}\) be a continuous local martingale. Show that \(\tau_{n}:=\left\{s \geqslant 0:\left|N_{t}ight| \geqslant night\}\) is a localizing sequence...
-
Explain why it is not advisable to use credit repair services.
-
6. a) Suppose matrix A is the following product: [1 0 0 1 0 0 51 A = 2 1 0 2 1 0 0 3 1 1 3 1 1 0 For what values of t (if any) are there solutions to Ax = (1, 1, t)? 12 (CO2) (POI)
-
Hemingway Inc. hired Mr. King on December 31st, 2016. Mr. King will retire in 5 years (i.e., on December 31st, 2021) and, at that time, will receive a lump sum payment equal to 2% of his final salary...
-
Reviewing the scenarios given bellow, we need to make sure that independence requirements of APES 110 (Code of Ethics for Profession Accountants) are being met. If not, identify potential threats to...
-
A BGC Office Building was recently sold for P80,000,000. Given the following information: Gross income: factor: 10% Expenses: 40% of effective gross income What is the equity rate or cash-on-cash...
-
How much life insurance does Magdalena have to report as taxable income?
-
Estimate the radiation pressure due to a 100-W bulb at a distance of 8.0 cm from the center of the bulb. Estimate the force exerted on your fingertip if your place it at this point.
-
MgO prevents premature evaporation of Al in a furnace by maintaining the aluminum as Al2O3. Another type of matrix modifier prevents loss of signal from the atom X that readily forms the molecular...
-
Let be the index of the first X i whose value is greater than or equal to X0. Show that in the case of a finite number of the values of Xs, the mean Find it, if X i = 0,1,2 with respective...
-
Let X = 1 with equal probabilities. Do we need to calculate Var{X}, or is the result obvious?
-
(a) Find the variance of the number on a die rolled. (b) Find the variance of the product of the numbers two dice rolled.
-
Use synthetic division to divide. 6x3+7x2-x+24 x-3
-
Here is a frequency distribution for a small data set: data freq 48 1 49 50 42 4 51 3 52 10 Find the following measures of central tendency. mean = 50.85 median = 6.5 I mode = 52
-
f(x+h)-f(x) Find the difference quotient where h0, for the function below. h f(x)=-4x+6x-6 Simplify your answer as much as possible. f(x + h) - f(x) h D X
Study smarter with the SolutionInn App