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1d
comment Stopping Time Subset Proof
I'm wonder why my asnwer was downvoted. I would appreciate a feedback on this.
2d
comment Stopping Time Subset Proof
@Did obviously, that was a typo.
2d
revised Stopping Time Subset Proof
edited body
2d
answered Stopping Time Subset Proof
Nov
7
accepted How correctly apply a Taylor expansion of first order to a multivariate function decomposition.
Nov
7
revised How correctly apply a Taylor expansion of first order to a multivariate function decomposition.
deleted 68 characters in body
Nov
7
revised How correctly apply a Taylor expansion of first order to a multivariate function decomposition.
deleted 68 characters in body
Nov
7
asked How correctly apply a Taylor expansion of first order to a multivariate function decomposition.
Aug
18
asked Solving optimization problem over time
Mar
21
awarded  Benefactor
Mar
21
awarded  Scholar
Mar
21
accepted Approximation of stochastic processes in Protter
Mar
14
awarded  Promoter
Mar
11
asked Approximation of stochastic processes in Protter
Mar
11
awarded  Tenacious
Mar
10
comment $\int_t^T 1_C\cdot A\;d\!X=1_C\cdot\int_t^T A\;d\!X$ for $C\in\mathcal F_t$?
How did you define the stochastic integral?
Mar
10
comment $\int_t^T 1_C\cdot A\;d\!X=1_C\cdot\int_t^T A\;d\!X$ for $C\in\mathcal F_t$?
Can you prove it for simple integrands? Then it should be easy to generalise it. Keep in mind $\int_t^T\mathbf1_CA_sdX_s$ and $\mathbf1_C$ does not depend on $s$.
Mar
1
comment Computation of a simple stochastic integral
@Chung-HanHsieh I guess you ment $E[t(\omega)^*\wedge T]$ in your last comment. Again this depends on the definition of $t(\omega)^*$
Mar
1
comment Computation of a simple stochastic integral
@Chung-HanHsieh a lower bound would be 0, wouldn't it?
Mar
1
answered Computation of a simple stochastic integral