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Dubins-Schwarz and Exponential Martingales
CIX_Official
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Jun 21, 2022
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Dubins-Schwarz and Exponential Martingales
math
CIX_Official
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Jun 21, 2022
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The time change is allowed to be (must be for a lot of processes) random and as a result a lot of the a.s properties don't have to hold.
radiation_2019
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Jun 21, 2022
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I think the law of the iterated logarithm could be used to show that [Z]_\infty is finite a.s.
DesertSpringsES
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Jun 21, 2022
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