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-Not consequent, in some wiki-articles the BM is denoted Brownian Motion with B or X and in this one (linked from such an article) we have Wiener process W. Not saying one is better than the other but decide on one
-"...of variances for RANDOM VARIABLES" would be more appropriate, since T is fixed. W being a F-Brownian should be enough, no need for F to be the natural filtration.
The norm on L^2(W) should be define as the integral on [0;T] of the expectation, because here the isometry presented is trivial, and doesn't use the isometry formula... — Preceding unsigned comment added by 46.193.0.25 ( talk) 17:56, 6 June 2016 (UTC)
In the book of Oksendal it is not mentioned that : for . 138.246.2.189 ( talk) 12:44, 17 May 2018 (UTC)kw
![]() | This article is rated Stub-class on Wikipedia's
content assessment scale. It is of interest to the following WikiProjects: | ||||||||||||||||||||
|
-Not consequent, in some wiki-articles the BM is denoted Brownian Motion with B or X and in this one (linked from such an article) we have Wiener process W. Not saying one is better than the other but decide on one
-"...of variances for RANDOM VARIABLES" would be more appropriate, since T is fixed. W being a F-Brownian should be enough, no need for F to be the natural filtration.
The norm on L^2(W) should be define as the integral on [0;T] of the expectation, because here the isometry presented is trivial, and doesn't use the isometry formula... — Preceding unsigned comment added by 46.193.0.25 ( talk) 17:56, 6 June 2016 (UTC)
In the book of Oksendal it is not mentioned that : for . 138.246.2.189 ( talk) 12:44, 17 May 2018 (UTC)kw