Question: 8. [10] Show that (B) = t, t 0, in the following order: a. Let {I} be a sequence of partitions of [0, t]
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8. [10] Show that (B) = t, t 0, in the following order: a. Let {I} be a sequence of partitions of [0, t] such that In = {t = 0, t,..., tmn = t} and the mesh of II, goes to zero as n goes to infinity; and let V, (2) denote the quadratic variation of B corresponding to the partition II. Write down the expression for V(2). b. Show that the L-norm of V. (2) - t converges to zero as n goes to infinity.
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a To show that Bt t we will first define the quadratic variation V2 of B corresponding to the partit... View full answer
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