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sonxi111
Recent content by sonxi111
S
Is Martingale the Key to Success? (Attached File)
the lecture told us to think about that this way: if 0<t1<t2<---<tk<t 1. first, what is the conditional probability of z_n(t)-z_n(tk) given that z_n(t1),z_n(t2)...z_n(tk) ? 2. is this process z_n(t) Markovian?
sonxi111
Post #2
Oct 11, 2008
Forum:
Calculus and Beyond Homework Help
S
Is Martingale the Key to Success? (Attached File)
question in attached file. thanks in advance
sonxi111
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Oct 11, 2008
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martingale
Replies: 1
Forum:
Calculus and Beyond Homework Help
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