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Let be a Stochastic Process on and a Filtration on . is called -adapted if
Let be a process on and let be a filtration on . is said to be is said to be -adapted if
Semimartingale Integral
Semimartingale
Itô Stochastic Integral is a Local Martingale
Left Continuous Adapted = Predictable
Multidimensional Itô Formula
Quadratic Variation is CAII
Derivative
Portfolio
Lp Martingale
Martingale
Submartingale
Supermartingale
Martingale Convergence Theorem
Martingale Equivalence for Stopping Times
Random Time