List questions from martingales

Published on 28 Mar 2026 - 23:10

51

Views

$M$ is a continuous local martingale. Prove the consequences

Published on 31 Mar 2026 - 17:46

47

Views

Convergence of a specific martingale

Published on 04 Dec 2023 - 11:55

64

Views

Why is the following true? (Conditional expectation)

Published on 05 Dec 2023 - 19:54

42

Views

Expectation of a martingale on a countable index set at stopping time

Published on 29 Mar 2026 - 4:34

45

Views

Prove that $\int_0^t M_sdM_s=\frac 12 (M_t^2 - \langle M \rangle _t)$

Published on 30 Mar 2026 - 13:25

47

Views

$(X_{k})_{k }$ are IID, $P[X_{k}=1]=P[X_{k}=-1]=\frac{1}{2}$; $S_{n}=\sum_{k\leq n}X_{k}$ , $\tau=\inf\{n:S_{n}\in\{-a,b\}\}$. $E[\tau^{2}]=$?

Published on 29 Mar 2026 - 8:15

100

Views

Coprime Scoreboard and Probability

Published on 01 Apr 2026 - 0:37

57

Views

Polya’s Urn and conditional probability

Published on 17 Dec 2023 - 22:14

53

Views

Let $\{X_n, F_n\}_{n\geq0}$ be a martingale, such that $EX^2_n < \infty$ and $\sum_{n=1}^\infty \frac {E(X_n - X_{n-1})^2}{n^2} < \infty$

Published on 20 Dec 2023 - 19:09

71

Views

Check my work: Find almost sure limit of product of uniform distributions

Published on 26 Mar 2026 - 11:01

218

Views

Expectation of hitting time for the asymmetric random walk via Martingale

Published on 30 Mar 2026 - 23:24

52

Views

Why is it sufficient to consider positive functions in the proof of Theorem 4.2 in Markov Processes by Ethier and Kurtz?

Published on 01 Apr 2026 - 2:31

28

Views

A question about long dash in a paper about martingales

Published on 25 Dec 2023 - 13:52

121

Views

Equivalent characterization of the martingale property

Published on 25 Dec 2023 - 16:57

List Question

How can I check that the following process is a martingale?

$M$ is a continuous local martingale. Prove the consequences

Convergence of a specific martingale

Why is the following true? (Conditional expectation)

Expectation of a martingale on a countable index set at stopping time

Prove that $\int_0^t M_sdM_s=\frac 12 (M_t^2 - \langle M \rangle _t)$

$(X_{k})_{k }$ are IID, $P[X_{k}=1]=P[X_{k}=-1]=\frac{1}{2}$; $S_{n}=\sum_{k\leq n}X_{k}$ , $\tau=\inf\{n:S_{n}\in\{-a,b\}\}$. $E[\tau^{2}]=$?

Coprime Scoreboard and Probability

Polya’s Urn and conditional probability

Let $\{X_n, F_n\}_{n\geq0}$ be a martingale, such that $EX^2_n < \infty$ and $\sum_{n=1}^\infty \frac {E(X_n - X_{n-1})^2}{n^2} < \infty$

Check my work: Find almost sure limit of product of uniform distributions

Expectation of hitting time for the asymmetric random walk via Martingale

Why is it sufficient to consider positive functions in the proof of Theorem 4.2 in Markov Processes by Ethier and Kurtz?

A question about long dash in a paper about martingales

Equivalent characterization of the martingale property

Trending Questions

Popular # Hahtags

Popular Questions