List questions from filtrations

Published on 04 Nov 2019 - 22:12

193

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Examples of when filtrations matter for martingales

Published on 20 Nov 2019 - 1:19

3.1k

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Proving a Wiener Process is a Martingale

Published on 04 Dec 2019 - 20:09

37

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Why is it necessary to have a topology associated to a filtration of algebraic objects?

Published on 13 Dec 2019 - 3:11

340

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Why does a filtration of a group consist of normal subgroups, and not any subgroups?

Published on 16 Dec 2019 - 16:38

62

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If we have $(\Omega, \mathscr{F}, P)$ and a filtration $\{\mathscr{F}_t^W; 0 \leq t \leq T\},$ how can we justify that $\mathscr{F} = \mathscr{F}_T$?

Published on 19 Dec 2019 - 20:34

1.9k

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Help understanding the definition of a "filtration" in probability theory

Published on 28 Dec 2019 - 18:59

346

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Why is this Brownian motion event not measurable w.r.t. the natural filtration?

Published on 07 Jan 2020 - 15:34

24

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$E\left[Y|F^X_T\right]=E[Y|X_T]$? Reducing the conditional stopped sigma algebra in a natrual filtration setting.

Published on 17 Feb 2020 - 17:10

33

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Problem comprehending an equation about Stopping Times

Published on 02 Mar 2020 - 5:38

44

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inclusion of filtration

Published on 02 Mar 2020 - 21:19

52

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Classification of stopping times in a Poisson Process setting

Published on 07 Mar 2020 - 23:06

135

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Understanding the join of sigma-algebras (filtrations)

Published on 16 Mar 2020 - 23:37

66

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Uniformly integrable martingale problem: typo (wrong filtration)?

Published on 20 Mar 2020 - 14:34

30

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On $\kappa$-filtrations and clubs.

Published on 26 Mar 2020 - 18:24

List Question

Conditional expectation of exp{xy} given filtration $F_1$

Examples of when filtrations matter for martingales

Proving a Wiener Process is a Martingale

Why is it necessary to have a topology associated to a filtration of algebraic objects?

Why does a filtration of a group consist of normal subgroups, and not any subgroups?

If we have $(\Omega, \mathscr{F}, P)$ and a filtration $\{\mathscr{F}_t^W; 0 \leq t \leq T\},$ how can we justify that $\mathscr{F} = \mathscr{F}_T$?

Help understanding the definition of a "filtration" in probability theory

Why is this Brownian motion event not measurable w.r.t. the natural filtration?

$E\left[Y|F^X_T\right]=E[Y|X_T]$? Reducing the conditional stopped sigma algebra in a natrual filtration setting.

Problem comprehending an equation about Stopping Times

inclusion of filtration

Classification of stopping times in a Poisson Process setting

Understanding the join of sigma-algebras (filtrations)

Uniformly integrable martingale problem: typo (wrong filtration)?

On $\kappa$-filtrations and clubs.

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