List questions from local-martingales

Published on 22 Feb 2026 - 21:26

116

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Show that $(S_t - M_t) \phi(S_t) = \Phi(S_t) - \int_{0}^{t} \phi(S_s) dM_s$

Published on 22 Feb 2026 - 21:32

164

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Local Martingales in J. Michael Steele (Stochastic Calculus and Financial Applications )

Published on 22 Feb 2018 - 19:41

305

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Martingale property of a stochastic integral w.r.t. a local martingale.

Published on 05 Mar 2018 - 14:35

314

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Is it true that every continuous local martingale is a true martingale

Published on 12 Mar 2018 - 20:24

187

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Associativity of an integral against a function with finite variation

Published on 22 Feb 2026 - 21:49

55

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find 2 local martingales M(t) and N(t) such that M(T)=N(T),but for t<T,M(t) $\ne$ N(t)

Published on 20 Apr 2018 - 11:33

1k

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is product of two martingales a martingale with common filtration?

Published on 23 Apr 2018 - 5:21

84

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A non-negative local submartingale of the class DL is a submartingale

Published on 28 May 2018 - 13:31

405

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Is the space of continuous local martingales equipped with the topology of uniform convergence on compact sets complete?

Published on 31 May 2018 - 21:33

141

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Proving martingale property of $N_t = Z(M_{t\wedge s} - M_{t \wedge r})$ for martingale $M$

Published on 08 Jun 2018 - 3:55

417

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How can we show that this is a stopping time?

Published on 12 Jun 2018 - 18:03

305

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Stopped continuous local martingales

Published on 13 Jun 2018 - 14:48

394

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A process that has zero drift term containing itself in dB term

Published on 14 Jun 2018 - 9:24

179

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Prove that a martingale with a spatial parameter is differentiable

Published on 22 Feb 2026 - 21:27

List Question

How can a martingale be a density process?

Show that $(S_t - M_t) \phi(S_t) = \Phi(S_t) - \int_{0}^{t} \phi(S_s) dM_s$

Local Martingales in J. Michael Steele (Stochastic Calculus and Financial Applications )

Martingale property of a stochastic integral w.r.t. a local martingale.

Is it true that every continuous local martingale is a true martingale

Associativity of an integral against a function with finite variation

find 2 local martingales M(t) and N(t) such that M(T)=N(T),but for t<T,M(t) $\ne$ N(t)

is product of two martingales a martingale with common filtration?

A non-negative local submartingale of the class DL is a submartingale

Is the space of continuous local martingales equipped with the topology of uniform convergence on compact sets complete?

Proving martingale property of $N_t = Z(M_{t\wedge s} - M_{t \wedge r})$ for martingale $M$

How can we show that this is a stopping time?

Stopped continuous local martingales

A process that has zero drift term containing itself in dB term

Prove that a martingale with a spatial parameter is differentiable

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