Finiteness of moments of certain distributions and applications
β Scribed by S. Ghahramani
- Publisher
- Elsevier Science
- Year
- 1989
- Tongue
- English
- Weight
- 264 KB
- Volume
- 12
- Category
- Article
- ISSN
- 0895-7177
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π SIMILAR VOLUMES
It is well known that the stochastic exponential , and the result is optimal in the sense that c p cannot be replaced by any c p -with ΒΏ 0. As a consequence, we get that the moments of the stochastic exponential of a stochastic integral with respect to a Brownian motion are all ΓΏnite, provided the
Let m be a positive integer and f m (x) be a polynomial of the form f m (x)=x 2 +x -m. We call a polynomial f m (x) a Rabinowitsch polynomial if for t=[ `m] and consecutive integers x=x 0 , x 0 +1, ..., x 0 +t -1, |f(x)| is either 1 or prime. In this note, we show that there are only finitely many R