List questions from local-martingales

Published on 11 Jun 2023 - 16:28

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define stochastic integral that does not start from 0

Published on 04 Jul 2023 - 5:54

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Why is every bounded local martingale a true martingale?

Published on 18 Aug 2023 - 12:53

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Running maximum = local martingale?

Published on 19 Aug 2023 - 19:19

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Is every local martingale right continuous?

Published on 21 Aug 2023 - 10:25

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Are local martingals always have locally integrable quadratic variation?

Published on 08 Oct 2023 - 5:38

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Prove that for a martingale, any increasing stopping time is sufficient to be a local martingale

Published on 12 Oct 2023 - 20:53

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Prove that a bounded local martingale is a martingale

Published on 18 Oct 2023 - 12:41

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If $T_k$ localizes $X$, then so does $S_k \wedge T_k$?

Published on 08 Dec 2023 - 11:00

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Does the stopping time sequence given by the hitting time of $n$ reduce any continuous local martingale?

Published on 10 Jan 2024 - 15:19

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If we discretize a continuous-time local martingale, do we still get a local martingale?

Published on 25 Feb 2024 - 20:16

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A continuous local martingale $M$ is constant on an interval if $\langle M\rangle$ is

Published on 21 Mar 2024 - 7:48

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Is $(B_t^2 - t^2)_{t\geq 0}$ a local martingale?

Published on 25 Mar 2024 - 0:43

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An (a.s.) continuous process $(X_t)_{t\geq 0}$ is a Brownian motion if $(e^{i\lambda X_t + \frac{1}{2}\lambda^2 t})_{t\geq 0}$ is a local martingale

Published on 28 Mar 2024 - 18:39

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Locally square integrable (local) martingales

Published on 01 Feb 2016 - 2:18

List Question

Integratable local martingale is martingale

define stochastic integral that does not start from 0

Why is every bounded local martingale a true martingale?

Running maximum = local martingale?

Is every local martingale right continuous?

Are local martingals always have locally integrable quadratic variation?

Prove that for a martingale, any increasing stopping time is sufficient to be a local martingale

Prove that a bounded local martingale is a martingale

If $T_k$ localizes $X$, then so does $S_k \wedge T_k$?

Does the stopping time sequence given by the hitting time of $n$ reduce any continuous local martingale?

If we discretize a continuous-time local martingale, do we still get a local martingale?

A continuous local martingale $M$ is constant on an interval if $\langle M\rangle$ is

Is $(B_t^2 - t^2)_{t\geq 0}$ a local martingale?

An (a.s.) continuous process $(X_t)_{t\geq 0}$ is a Brownian motion if $(e^{i\lambda X_t + \frac{1}{2}\lambda^2 t})_{t\geq 0}$ is a local martingale

Locally square integrable (local) martingales

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