List questions from martingales

Published on 29 Mar 2026 - 6:29

68

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Intuition behind Martingale convergence theorem

Published on 29 Dec 2023 - 20:24

143

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Uniform Integrability and Conditional Expectations

Published on 31 Dec 2023 - 16:39

84

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$M_t=\int_0^t e^{-3W_s}dW_s$ properties

Published on 30 Mar 2026 - 14:57

64

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Convergence of this Doob Martingale Sequence

Published on 31 Mar 2026 - 21:08

111

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Square Integrable Martingales Applied to Power Expression

Published on 04 Jan 2024 - 14:54

29

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Branching Process confusion

Published on 23 Feb 2026 - 21:11

50

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Show that for $0<b<1<a$: $\mathbb P(\tau_a < \tau_b)=\frac{1-b^4}{a^4-b^4}$

Published on 29 Mar 2026 - 8:15

103

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Definition of conditional expectation with two random variables.

Published on 08 Jan 2024 - 8:58

85

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How can I show that the stochastic integral $\int_0^t (1-B_s-s)e^{-B_s-\frac{s}{2}} dB_s$ is a martingale?

Published on 30 Mar 2026 - 16:46

123

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Convergence of Conditional Expectation of Convergent Random Variables with respect to Arbitrary Filtration

Published on 10 Jan 2024 - 6:12

41

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Super-martingale at stopping time is a super-martingale

Published on 26 Mar 2026 - 14:25

48

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

Published on 23 Feb 2026 - 11:50

71

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Why is the squared Brownian motion not a martingale?

Published on 11 Jan 2024 - 13:26

39

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Can an IID sequence be a martingale?

Published on 26 Mar 2026 - 14:19

List Question

Possible values for $\mathbb E[X_\tau]$ for supermartingales and submartingales.

Intuition behind Martingale convergence theorem

Uniform Integrability and Conditional Expectations

$M_t=\int_0^t e^{-3W_s}dW_s$ properties

Convergence of this Doob Martingale Sequence

Square Integrable Martingales Applied to Power Expression

Branching Process confusion

Show that for $0<b<1<a$: $\mathbb P(\tau_a < \tau_b)=\frac{1-b^4}{a^4-b^4}$

Definition of conditional expectation with two random variables.

How can I show that the stochastic integral $\int_0^t (1-B_s-s)e^{-B_s-\frac{s}{2}} dB_s$ is a martingale?

Convergence of Conditional Expectation of Convergent Random Variables with respect to Arbitrary Filtration

Super-martingale at stopping time is a super-martingale

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

Why is the squared Brownian motion not a martingale?

Can an IID sequence be a martingale?

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