• 제목/요약/키워드: special semimartingale

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THE EQUIVALENT NORMS ON SEMIMARTINGALES

  • Kim, Ju-Hong
    • Journal of applied mathematics & informatics
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    • 제25권1_2호
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    • pp.471-482
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    • 2007
  • we introduce the equivalent norms on special semimartingales in the literature, and prove that the norms ${\parallel}X{\parallel}_{{\mathcal{H}}^{\in}\;and\;{\parallel}X{\parallel}_{\underline{H}^2}$ are equivalent.