1. Show that if P(X =0) <1, one can nd a subsequence (Xi1 , . . ....

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1. Show that if P(X =0)<1, one can nd a subsequence (Xi1 , . . . ,Xik )

such that each component Xi of X is (almost surely) a linear combination of the random variables Xi1 ,. . . ,Xik and, for any (u1, . . . , uk) 2Rk with at least one nonzero coordinate, P(

Pk j=1 ujXij =0)<1.

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Introduction To Stochastic Calculus Applied To Finance

ISBN: 9781584886266

2nd Edition

Authors: Damien Lamberton, Bernard Lapeyre

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Question Posted: Oct 26, 2024 06:01 AM

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1. Show that if P(X =0) <1, one can nd a subsequence (Xi1 , . . ....

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Introduction To Stochastic Calculus Applied To Finance

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