3623随机过程中等derivationmedium
Quadratic Variation of a Piecewise-Volatility Integral
题目
Let X_t = integral_0^t sigma(s) dW_s where sigma(s)=1 on [0,1], sigma(s)=2 on (1,2], and sigma(s)=0 on (2,3]. What is [X]_3?
解题计时
0:00
提交作答时记录，用于后续平均用时统计。
你的答案
题目
Let X_t = integral_0^t sigma(s) dW_s where sigma(s)=1 on [0,1], sigma(s)=2 on (1,2], and sigma(s)=0 on (2,3]. What is [X]_3?
解题计时
0:00
提交作答时记录，用于后续平均用时统计。
你的答案