Show that the constant (M) in (21.18) can be chosen in the following way: [M^{2} geqslant 2
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Show that the constant \(M\) in (21.18) can be chosen in the following way:
\[M^{2} \geqslant 2 L^{2}+2 \sum_{j=1}^{n} \sup _{t \leqslant T}\left|b_{j}(t, 0)\right|^{2}+2 \sum_{j=1}^{n} \sum_{k=1}^{d} \sup _{t \leqslant T}\left|\sigma_{j k}(t, 0)\right|^{2}\]
Data From Equation (21.18)
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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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