List questions from martingales | MathQa

question about martingale inequality (similar to the condition of submartingale convergence)

Published on 04 Jan 2025 - 15:36

Show submartingale property.

Published on 12 Jan 2025 - 18:09

Application of Laplace transform to stopping times and expectations

Published on 11 Jan 2025 - 19:18

Conditional expectation and stopping time $\mathbb{E}(X1_{T\leq m}|\mathcal{F}_{T\wedge m})=\mathbb{E}(X1_{T\leq m}|\mathcal{F}_T)$

Published on 12 Jan 2025 - 9:33

Continuous nonnegative supermartingale vanishes after it hits zero

Published on 12 Jan 2025 - 9:33

Proof of a stochastic process being a martingale

Published on 03 Jan 2025 - 11:24

Why for a continous local martingale ,on an enlarged probability space, it possibly holds that $M_t=B_{\langle M \rangle _t}$

Published on 08 Jan 2025 - 10:02

Most likely position for random walk with symmetric jumps after $t$ steps

Published on 07 Jan 2025 - 4:15

Uniform Integrability and Supermartingal Process

Published on 12 Jan 2025 - 9:32

Do I need topology to study stochastic process?

Published on 12 Jan 2025 - 19:20