2017-01-01から1ヶ月間の記事一覧

伊藤等長と二次変動

最近確率的な積分を学んでいます。I have had difficulty in deriving the expression sometimes given for the quadratic variation of the Ito integral. It seems to be based on Ito's isometry, which I have yet to see the derivation of. 一つな前提…