Let (left(B_{t}ight)_{t geqslant 0}) be a (mathrm{BM}^{d}, f: mathbb{R}^{d} ightarrow mathbb{R}) be a continuous function such that
Question:
Let \(\left(B_{t}ight)_{t \geqslant 0}\) be a \(\mathrm{BM}^{d}, f: \mathbb{R}^{d} ightarrow \mathbb{R}\) be a continuous function such that \(\int_{0}^{t} f\left(B_{s}ight) d s=0\) for all \(t>0\). Show that \(f\left(B_{s}ight)=0\) for all \(s>0\), and conclude that \(f \equiv 0\).
Fantastic news! We've Found the answer you've been seeking!
Step by Step Answer:
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: