Journal of applied mathematics & informatics

한국전산응용수학회 (The Korean Society for Computational and Applied Mathematics)
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THE EQUIVALENT NORMS ON SEMIMARTINGALES

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

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초록

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.

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