- #1
RedZone2k2
- 9
- 0
Hey guys,
This is my first post on PhysicsForums; my friend said that this was the best place to ask questions about math.
Anyways, I have to find the Quadratic Variation of a Poisson Process.
My professor doesn't have a class textbook (just some notes that he's found online), and although I can find a general formula for quadratic variation, I can't seem to plug it in, and get a non-zero answer. My professor said that this question should be pretty easy, but I'm totally lost.
If you guys could offer any help, that would be great. If you guys have any more questions, let me know!
Thanks!
This is my first post on PhysicsForums; my friend said that this was the best place to ask questions about math.
Anyways, I have to find the Quadratic Variation of a Poisson Process.
My professor doesn't have a class textbook (just some notes that he's found online), and although I can find a general formula for quadratic variation, I can't seem to plug it in, and get a non-zero answer. My professor said that this question should be pretty easy, but I'm totally lost.
If you guys could offer any help, that would be great. If you guys have any more questions, let me know!
Thanks!