2.2. Show that almost surely n1 j=0 (Wj)40 as the time step tj=h0 for a fixed final...
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2.2. Show that almost surely
n−1 j=0 (ΔWj)4→0 as the time step Δtj=h→0 for a fixed final time T = nh. HINT: Use thatE[|Z|4] = 3 for random variates Z ∼ N(0,1) .
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Related Book For
Elementary Calculus Of Financial Mathematics
ISBN: 978-0898716672
1st Edition
Authors: A. J. Roberts Edition
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