3638随机过程中等essaymedium
Why Quadratic Variation Scales with the Square of a Coefficient
题目
Why does multiplying a Brownian-driven process by c multiply its quadratic variation by c^2 rather than by c?
解题计时
0:00
提交作答时记录，用于后续平均用时统计。
题目
Why does multiplying a Brownian-driven process by c multiply its quadratic variation by c^2 rather than by c?
解题计时
0:00
提交作答时记录，用于后续平均用时统计。