Answered step by step

Verified Expert Solution

Link Copied!

Question

1 Approved Answer

Posted on Jul 20, 2021

Exercise 7. Suppose X, is an integrable continuous-time process on a probabil- ity space (N, F, P) equipped with the natural filtration FX of

Exercise 7. Suppose X, is an integrable continuous-time process on a probabil- ity space (N, F, P) equipped with the natural filtration FX of X{. Show that if X; is an increasing process, then it is a semimartingale.

Step by Step Solution

★★★★★

3.37 Rating (150 Votes )

There are 3 Steps involved in it

Step: 1

Get Instant Access to Expert-Tailored Solutions

See step-by-step solutions with expert insights and AI powered tools for academic success

Step: 2

Step: 3

Ace Your Homework with AI

Get the answers you need in no time with our AI-driven, step-by-step assistance

Get Started

Recommended Textbook for

An Introduction to Analysis

Authors: William R. Wade

4th edition

132296381, 978-0132296380

More Books

Students also viewed these Mathematics questions

Question

★★★★★

Suppose X is an exponential random variable with PDF, fX (x) = exp ( x) u (x). Find a transformation, Y= g(X) so that the new random variable Y has a Cauchy PDF given by 1/ fy(y) = 14x2

Answered: 1 week ago

Question

★★★★★

Suppose X is an integer- valued random variable. Show that in this case, X( 2n) = 1 for any integer, n . Likewise, prove the reverse is also true. That is, show that if X( 2n) = 1 for any integer, n...

Answered: 1 week ago

Question

★★★★★

Suppose x is an eigenvector of A corresponding to an eigenvalue . a. Show that x is an eigenvector of 51 - A. What is the corresponding eigenvalue? b. Show that x is an eigenvector of 51 - 3A + A2....

Answered: 1 week ago

Question

★★★★★

a. If hoe = 20S at IC = 1 mA of Fig. 5.124, what is the approximate value of h" at lC = 10 mA? b. Determine its resistive value at 10 mA and compare to a resistive load of 6.8 k. Is it a good...

Answered: 1 week ago

Question

★★★★★

In a representative sample of 2,013 American adults, 1,590 indicated that lack of respect and courtesy in American society is a serious problem (Associated Press, April 3, 2002). Is there convincing...

Answered: 1 week ago

Question

★★★★★

Solve the indicated equations analytically. sin 3x + sin x = 0

Answered: 1 week ago

Question

★★★★★

Using the Body Fat data set, compute a 95% confidence interval for (a) the mean percentage of body fat (PCTBF). (b) the mean weight (Weight). (c) the mean body density (Density).

Answered: 1 week ago

Question

★★★★★

The thermal decomposition of dimethyl ether (CH 3 ) 2 O (g) CH 4 (g) + H 2 (g) + CO (g) is to be carried out in an isothermal 2.00-liter laboratory reactor at 600C. The reactor is charged with pure...

Answered: 1 week ago

Question

★★★★★

Which of these is a difference between pure competition and monopolistic competition? Select answer from the options below In pure competition, the goods offered by individual firms are dissimilar,...

Answered: 1 week ago

Question

★★★★★

D Question 16 12 pts Crackpot Power's Unit 13 electricity generating plant can be fired by coal or natural gas. What would the delivered price of coal per ton have to be in order to match firing the...

Answered: 1 week ago

Question

★★★★★

Thinking Question (8 marks T/D) For each of the independent events listed below, using a periodic inventory system analyze the impact on the indicated items at the end of the current year by placing...

Answered: 1 week ago

Question

★★★★★

A client has expressed concern about schema changes occurring without their data platform team's knowledge. Which step in proactive data observability helps detect this issue?

Answered: 1 week ago

Question

★★★★★

Generate a public/private key pair and use the private key to encrypt the message "Hello Professor". Use the tool and instruction at https://cryptotools.net/rsagen or any other key generator.

Answered: 1 week ago

Question

★★★★★

A well-insulated 2-m 3 rigid tank contains saturated ammonia at 40 C. Initially, the tank contains 50% (volume based) of this ammonia in liquid form and the rest (50%) in vapor form. The valve (on...

Answered: 1 week ago

Question

★★★★★

A combustion unit is burning refused derived fuel (RDF) consisting of 88% organics, 7% water, and 5% inorganics (inerts) at a rate of 1000 kg h. Assume the heat value of the fuel to be 17,000 kJ/kg...

Answered: 1 week ago

Question

★★★★★

A 4-m long, 150-kg steel beam is attached to a wall with one end connected to a hinge that allows the beam to rotate up and down. The other end of the beam is held in a horizontal position with a...

Answered: 1 week ago

Question

★★★★★

Beam Industries just paid a dividend of $1.50 on its stock and the dividends are expected to grow at 5% indefinitely. The stock currently sells for $35.00 per share. What is the return on the stock?...

Answered: 1 week ago

Question

★★★★★

The Higher the time period of the financial security the higher the. ............... risk. O a. Maturity O b. Default and Maturity Oc. Default O d. Liquidity

Answered: 1 week ago

Question

★★★★★

Suppose that a = (a1 an) Rn, that fj: R R for j = 1, 2,..., n, and that g(x1, x2,..., xn) := f1(x1) fn(xn). a) Prove that if fj(t) fj(a) as t aj, for each j = 1,..., n, then g(x) f1(a1) ...

Answered: 1 week ago

Question

★★★★★

Suppose that E X is connected and that E A E. Prove that A is connected.

Answered: 1 week ago

Question

★★★★★

Prove that 0 Answered: 1 week ago

Answered: 1 week ago

Question

★★★★★

What is the first guideline for doing research with people? a. The rights and well-being of the participants must come first. b. Participants have to give informed consent. c. Deception cannot be...

Answered: 1 week ago

Question

★★★★★

In the definition of psychology, the term behavior means a. only animal behavior. b. internal, covert processes. c. outward behavior. d. overt actions and reactions.

Answered: 1 week ago

Question

★★★★★

Which of the following is an ethical consideration when using animals in research? a. Animals cannot be killed during the course of an experiment. b. Avoiding exposing them to unnecessary pain. c....

Answered: 1 week ago

Previous Question Next Question