Question

Help with two proofs on the martingale properties of an American Put Option

score 125 · Answer 1 · 2026-03-30 03:37:59

125

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Help with two proofs on the martingale properties of an American Put Option

Published on 30 Mar 2026 - 3:37

score 171 · Answer 2 · 2016-12-25 19:58:58

171

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Is the function $g(b)=\mathbb{E}(b+X\mid b+X \geq a)$ for $b \leq a$ increasing?

Published on 25 Dec 2016 - 19:58

score 248 · Answer 3 · 2016-12-27 18:52:30

248

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probability theory, conditional probability

Published on 27 Dec 2016 - 18:52

score 81 · Answer 4 · 2026-03-27 23:20:12

81

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independeant filtration enlargement and conditional probability wrt stopped sigma algebra

Published on 27 Mar 2026 - 23:20

score 75 · Answer 5 · 2016-12-28 20:46:07

75

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Show that $P(X_2 \leq x \mid X_1 = x)\to0$ when $x\to-\infty$, where $(X_1,X_2)$ is normal with known conditional distribution

Published on 28 Dec 2016 - 20:46

score 53 · Answer 6 · 2026-03-30 13:21:31

53

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Compute $E(X\mid X> \frac{a}{1+Y} ) $ if $(X,Y)$ is uniformly distributed on a triangle

Published on 30 Mar 2026 - 13:21

score 125 · Answer 7 · 2017-01-01 21:57:41

125

Views

Probability conditional expected value question

Published on 01 Jan 2017 - 21:57

score 887 · Answer 8 · 2026-03-28 00:48:39

887

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Property of expected hitting time in Markov chains

Published on 28 Mar 2026 - 0:48

score 196 · Answer 9 · 2017-01-02 15:56:50

196

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Conditional expectations, $\mathbb{P}(X=Y)=1$

Published on 02 Jan 2017 - 15:56

score 25 · Answer 10 · 2026-04-02 00:13:49

25

Views

Technical support of intuitive understanding concerning information and prediction

Published on 02 Apr 2026 - 0:13

score 62 · Answer 11 · 2017-01-03 13:52:38

62

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Prove existence and unicity of $\mathbb E[X\mid \mathcal G]$.

Published on 03 Jan 2017 - 13:52

score 809 · Answer 12 · 2026-03-29 03:11:03

809

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Expectation of random variable indexed by random variable

Published on 29 Mar 2026 - 3:11

score 96 · Answer 13 · 2017-01-05 08:20:36

96

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What is the expected value of a normally distributed random variable, conditional on its squared value being higher than some number?

Published on 05 Jan 2017 - 8:20

score 50 · Answer 14 · 2017-01-05 17:14:48

50

Views

If RV $f$ is independent of $\sigma$-algebra $\mathcal{G}$, then $\mathbb{E}[f|\mathcal{G}] = \mathbb{E}[f]$

Published on 05 Jan 2017 - 17:14

score 358 · Answer 15 · 2026-04-01 22:18:25

358

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Questions on the distribution of standard Brownian motion

Published on 01 Apr 2026 - 22:18

List Question

Help with two proofs on the martingale properties of an American Put Option

Is the function $g(b)=\mathbb{E}(b+X\mid b+X \geq a)$ for $b \leq a$ increasing?

probability theory, conditional probability

independeant filtration enlargement and conditional probability wrt stopped sigma algebra

Show that $P(X_2 \leq x \mid X_1 = x)\to0$ when $x\to-\infty$, where $(X_1,X_2)$ is normal with known conditional distribution

Compute $E(X\mid X> \frac{a}{1+Y} ) $ if $(X,Y)$ is uniformly distributed on a triangle

Probability conditional expected value question

Property of expected hitting time in Markov chains

Conditional expectations, $\mathbb{P}(X=Y)=1$

Technical support of intuitive understanding concerning information and prediction

Prove existence and unicity of $\mathbb E[X\mid \mathcal G]$.

Expectation of random variable indexed by random variable

What is the expected value of a normally distributed random variable, conditional on its squared value being higher than some number?

If RV $f$ is independent of $\sigma$-algebra $\mathcal{G}$, then $\mathbb{E}[f|\mathcal{G}] = \mathbb{E}[f]$

Questions on the distribution of standard Brownian motion

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