Show that the process (f^{2} bulletlangle Mangle_{t}:=int_{0}^{t}|f(s)|^{2} dlangle Mangle_{s}) appearing in Theorem 17.9.b) is adapted. Data From
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Show that the process \(f^{2} \bullet\langle Mangle_{t}:=\int_{0}^{t}|f(s)|^{2} d\langle Mangle_{s}\) appearing in Theorem 17.9.b) is adapted.
Data From 17.9 Theorem
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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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