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Finiteness of moments of certain distributions and applications

✍ 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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πŸ“œ SIMILAR VOLUMES


The finiteness of moments of a stochasti
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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

On the Finiteness of Certain Rabinowitsc
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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