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Quant版 - Anyone interested in studying D. Revuz and M. Yor's book
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<< Continuous Martingales and Brownian Motion>>
Looks like a good book, but need to be patient. Anyone interested in forming
a study group?
I think I will post questions here, and if time allowed, perhaps post
answers to some of the exercises that I solved. It will be great if someone
can join the discussion, it is hard to go through it by oneself.
I'm currently on Chapter 2 section 1. First question: exercise (1.17) how to
prove it? I guess it is not hard to construct a convergence sequence of
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