Prove the given equations according to brownian motions

Assignment Help Management Theories

Reference no: EM131449176

Question: Prove eq. 2.49-

1506_2.48.png

Separating the complex process into its real and imaginary parts, we get two independent Brownian motions. Now that Z(t) has been shown to satisfy all the requirements of the definition of a Brownian motion, but the continuity property, it remains to show that almost all its paths are continuous. To show that the paths of Z(t) are continuous, the almost sure (in ?˜) uniform convergence of the series (2.48) has to be demonstrated. Once this is done, the space of realizations of the infinite sequence Zk can be identified with the space ? of continuous functions through the one-to-one correspondence (2.48). Thus, we write Z(t, ω) to denote any realization of the path. For any ω denote

1550_2.49.png

Reference no: EM131449176

Questions Cloud

Investment is expected to generate annual cash flows forever : An investment is expected to generate annual cash flows forever.

Describe at least one phonics or phonemic-awareness activity : Describe at least one phonics or phonemic-awareness activity that relates to the story. For more advanced groups, you can describe a word study.

What is x-the amount of the regular-fixed annual payment : What is X, the amount of the regular, fixed annual payment?

Dollar relative to other major currencies : Also, include the effects your proposals should have on national savings and the value of the U.S. dollar relative to other major currencies.

Prove the given equations according to brownian motions : Separating the complex process into its real and imaginary parts, we get two independent Brownian motions.

Develop innovative solutions to strategic marketing : Develop innovative and sustainable solutions to strategic marketing challenges.Integrate marketing analyses into general business management planning.

Form of the cobb douglas production function : A more general form of the Cobb Douglas production function is q=f(L,K) =ALaKb, Where A, a, b > 0 are constants.

Possible paths for the economy : List and discuss 3 possible paths for the economy to come out of the recession. Your list should include at least 1 policy and 1 non-policy approach.

Characteristics of public goods : What are the characteristics of public goods? Based on your answer, should health care be a public good?

User Account

All Pages