Results 1 to 1 of 1

- December 30th 2010, 06:37 PM #1

- Joined
- Dec 2010
- Posts
- 1

## DSE

Hello,

I do have a big problem, can anyone help me?

we consider the SDE :

for every , the stoping time sequence :

First we shox that for every with compact support, :

(with ) thank to the Itô formula.

then my problem is to show that a.s. by choosing a "good" function.