3640随机过程中等essaymedium
Why a Time Change Alters Quadratic Variation
题目
Why does replacing W_t by W_{ct} change quadratic variation even before any extra scaling coefficient is added?
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 replacing W_t by W_{ct} change quadratic variation even before any extra scaling coefficient is added?
解题计时
0:00
提交作答时记录,用于后续平均用时统计。