Journal of applied mathematics & informatics

The Korean Society for Computational and Applied Mathematics (한국전산응용수학회)
권호 표지

THE EQUIVALENT NORMS ON SEMIMARTINGALES

  • Kim, Ju-Hong (Department of Mathematics, Sungshin Women's University)
  • Published : 2007.09.30

⟨ Previous Next ⟩

Abstract

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.

Keywords