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15
Math.TechQA.Club
2022-05-10 23:49:39
49
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Attempt to show that local martingale is a true martingale
Published on
10 May 2022 - 23:49
#probability-theory
#stochastic-processes
#brownian-motion
#martingales
#local-martingales
363
Views
Expected value of exponential Brownian motion
Published on
24 May 2022 - 8:38
#brownian-motion
#martingales
#local-martingales
164
Views
Inequality on expectation of exponential martingale
Published on
24 May 2022 - 11:19
#probability-theory
#stochastic-processes
#stochastic-calculus
#martingales
#local-martingales
80
Views
Why is conditional expectation of brownian motion with a negative sign?
Published on
25 May 2022 - 14:43
#brownian-motion
#conditional-expectation
#martingales
#local-martingales
75
Views
Criterion for an integral to be a martingale
Published on
26 Jun 2022 - 8:57
#stochastic-calculus
#brownian-motion
#stochastic-integrals
#local-martingales
231
Views
chapter 1 ex 4.22 from Brownian motion, martingales, and stochastic calculus by Jean-Francois Le Gall
Published on
04 Jul 2022 - 10:35
#probability
#stochastic-calculus
#self-learning
#quadratic-variation
#local-martingales
108
Views
Grisanov theorem application
Published on
12 Aug 2022 - 11:11
#stochastic-processes
#stochastic-calculus
#martingales
#stochastic-differential-equations
#local-martingales
40
Views
Convergence of total quadratic variation to predictable quadratic variation for continuous martingales: proof clarification.
Published on
02 Sep 2022 - 10:56
#martingales
#absolute-continuity
#quadratic-variation
#local-martingales
62
Views
Differential form of local martingale and its quadratic variation
Published on
20 Sep 2022 - 18:57
#stochastic-integrals
#quadratic-variation
#local-martingales
95
Views
Why is $\ln(\det(B^TB))$ a local martingale for B a Brownian matrix?
Published on
07 Oct 2022 - 13:02
#logarithms
#stochastic-calculus
#stochastic-integrals
#random-matrices
#local-martingales
96
Views
Check that a process is a local martingale
Published on
10 Oct 2022 - 12:39
#stochastic-processes
#stochastic-integrals
#local-martingales
45
Views
Pointwise second moment of continuous local martingale
Published on
28 Oct 2022 - 17:58
#probability-theory
#martingales
#local-martingales
505
Views
what if the square of a martingale is still a martingale?
Published on
25 Nov 2022 - 14:59
#stochastic-processes
#conditional-expectation
#martingales
#local-martingales
31
Views
Computing covariation of Brownian motion and bounded variation process
Published on
16 Dec 2022 - 16:45
#brownian-motion
#martingales
#bounded-variation
#quadratic-variation
#local-martingales
59
Views
How to construct a martingale with given covariation?
Published on
10 Jan 2023 - 17:25
#stochastic-processes
#stochastic-calculus
#martingales
#local-martingales
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