A f

Notice that the outline of the proof given above has made use of the 'shorthand' differential notation rather than of the well-grounded integral formulation. A more satisfactory sketch of the proof would be only slightly more cumbersome, and would proceed from writing the difference between F(T) and Fit) as a well-defined Ito integral, and then expanding the integrand in a Taylor series. The same result regarding the quadratic variation of a Brownian motion would then have to be invoked (Oksendal (1995)) to arrive at

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