Timeline for How to check if $ E [\exp \{ \int_0^t \frac{Y_u^2}{1+Y_u^2}du \}]< \infty $
Current License: CC BY-SA 4.0
8 events
| when toggle format | what | by | license | comment | |
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| Jan 18, 2019 at 10:28 | vote | accept | Sanjay | ||
| Jan 13, 2019 at 20:23 | comment | added | Gordon | Note that $0 \le \frac{Y_u^2}{1+Y_u^2} < 1$. Then $\exp\int_0^t \frac{Y_u^2}{1+Y_u^2} du < \exp(t)$, and $E\left( \exp\int_0^t \frac{Y_u^2}{1+Y_u^2} du\right) \le \exp(t)$. | |
| Jan 13, 2019 at 14:43 | answer | added | Ezy | timeline score: 6 | |
| Jan 13, 2019 at 14:12 | comment | added | Sanjay | $dY_t$ instead of $Y_t$. Thanks for the reminder! I have now corrected. | |
| Jan 13, 2019 at 14:11 | history | edited | Sanjay | CC BY-SA 4.0 |
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| Jan 13, 2019 at 12:59 | comment | added | Ezy | I don’t understand the first equation. Please correct | |
| Jan 13, 2019 at 12:24 | history | edited | Bob Jansen♦ | CC BY-SA 4.0 |
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| Jan 13, 2019 at 10:42 | history | asked | Sanjay | CC BY-SA 4.0 |