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Steven Shreve Bk 2 Pg 467/468 Topic Martingale property
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<blockquote data-quote="kdmfe" data-source="post: 298287" data-attributes="member: 37310"><p>Hi Qui-Gon/PepeQuant.</p><p></p><p>In all honesty, I have struggled to understand the construction of Random variable Y,y compound Poisson Districtuion.</p><p></p><p>But here is the bare truth, my PhD maths sir has managed to give me notes almost for every other section/point in detail in this chapter. My detailed notes on topics where we could, for this chapter alone, has crossed 300 pages. I am glad I could write detailed notes where I could. I wish I can write more.</p><p></p><p>We also struggled to write proof for Theorem 11.4.5 Pg 477 (Steven Shreve's Stochastic Calculus book 2). </p><p></p><p>He has worked hard and we could not manage to get any notes on these topics.</p><p></p><p>Hence we are pleading and kneeling for guidance/pointers from the experts in this forum. </p><p></p><p>I will raise another question/thread for theorem 11.4.5</p><p></p><p>Thank you all</p></blockquote><p></p>
[QUOTE="kdmfe, post: 298287, member: 37310"] Hi Qui-Gon/PepeQuant. In all honesty, I have struggled to understand the construction of Random variable Y,y compound Poisson Districtuion. But here is the bare truth, my PhD maths sir has managed to give me notes almost for every other section/point in detail in this chapter. My detailed notes on topics where we could, for this chapter alone, has crossed 300 pages. I am glad I could write detailed notes where I could. I wish I can write more. We also struggled to write proof for Theorem 11.4.5 Pg 477 (Steven Shreve's Stochastic Calculus book 2). He has worked hard and we could not manage to get any notes on these topics. Hence we are pleading and kneeling for guidance/pointers from the experts in this forum. I will raise another question/thread for theorem 11.4.5 Thank you all [/QUOTE]
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Steven Shreve Bk 2 Pg 467/468 Topic Martingale property
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