Show that the definition of the double It integral for off-diagonal simple functions (Definition 20.4) is independent
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Show that the definition of the double Itô integral for off-diagonal simple functions (Definition 20.4) is independent of the representation of the simple function.
Data From Definition 20.4
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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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