Show that a predictable martingale

Reference no: EM131830329

Show that a predictable martingale is a.s. constant: Formally, show that if {(X_n, F_n), n ≥ 0} is a martingale, such that X_n∈ F_n_-1 for all n, then X_n = X₀ a.s. for all n.

Reference no: EM131830329

Questions Cloud

Calculate the payback period for the proposed investment : Calculate the payback period for the proposed investment. Calculate the net present value? (NPV) for the proposed investment.

Difference between quantitative and qualitative research : What is the difference between quantitative and qualitative research? Give an example of each from the chapter. In what kinds of cases might one choose.

What is motivating or driving their behaviour : Observe the interactions of the team members during both meetings and analyse their behaviour from the perspective of emotional intelligence.

Calculate the payback period for the project : Stewart Corporation is reviewing an investment proposal. Calculate the payback period for the project. Round to the nearest whole month, if required

Show that a predictable martingale : Show that a predictable martingale is a.s. constant: Formally, show that if {(Xn, Fn), n = 0} is a martingale, such that Xn? Fn-1 for all n, then Xn = X0 a.s. f

Construct a martingale that converges : (a) Construct a martingale that converges to -8 a.s. as n ? 8. Sums of independent random variables with mean 0 are usually a good try.

What features have been added by recent standard revisions : Determine what features have been added by recent standard revisions. What needs are these new features intended to satisfy? Are they being implemented widely?

Why is the lowest-cost wacc such a critical factor : why is the lowest-cost WACC such a critical factor linking capital structure decisions to maximum value of operations and stock price?

Integrable sub martingale that converges : Prove that a non-negative, uniformly integrable sub martingale that converges to 0 a.s. as n ? 8 is identically 0.

User Account

All Pages