We prove that for continuous stochastic processes S based on (Ω F P) for which there is an equivalent martingale measure Q0 with square-integrable density d Q0/ d P, we have that the so-called ...

We discuss limit distributions of partial sums of bounded functions h of a long-memory moving-average process Xt=∑j=1 ∞ bjζ t-j with coefficients bj decaying as j-β, 1/2 < β < 1, and independent and ...

points 1 and 2 lie on a streamline, the fluid has constant density, the flow is steady, and there is no friction. Although these restrictions sound severe, the Bernoulli equation is very useful, ...