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knightzero
Recent content by knightzero
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The quadratic covariation of Brownian motion and poisson process
Hi: I want to know the quadratic covariation of Brownian motion B(t) and poisson process N(t).Is it B(t)? Thanks !
knightzero
Thread
Jun 24, 2010
Brownian motion
Motion
Poisson
Poisson process
Process
Quadratic
Replies: 1
Forum:
Set Theory, Logic, Probability, Statistics
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knightzero
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