List questions from martingales

Published on 22 Jan 2015 - 4:38

1k

Views

Exponential of Brownian motion with negative drift

Published on 29 Mar 2026 - 10:16

49

Views

Semimartingale jumps question

Published on 27 Mar 2026 - 11:33

204

Views

Probability of a nonnegative submartingale converging to zero

Published on 29 Jan 2015 - 9:00

793

Views

Martingale with respect to a decreasing filtration

Published on 01 Apr 2026 - 1:40

431

Views

Give simpler examples of $L^p$ unbounded yet converging martingales

Published on 30 Jan 2015 - 23:21

111

Views

Equivalent condition for $ (X_n, \mathcal{F}_n) $ to be a martingale

Published on 31 Jan 2015 - 22:25

243

Views

Prove that if $E(X\log X)<\infty$ then $E(\sup_n |S_n|/n)<\infty$.

Published on 01 Feb 2015 - 6:04

1.3k

Views

An irreducible Markov chain is a martingale

Published on 01 Apr 2026 - 10:43

260

Views

Bounding profits of gambler by Azuma Inequality

Published on 26 Mar 2026 - 14:22

68

Views

Verifying a proof of martingales.

Published on 29 Mar 2026 - 10:16

64

Views

Modification of a local martingale

Published on 29 Mar 2026 - 10:15

147

Views

Let $S_n$ be a Simple Random Walk. What is $E[S_m|S_n]$ if $m < n$?

Published on 02 Apr 2026 - 16:03

745

Views

Uniqueness in Doob's Decomposition Theorem

Published on 06 Feb 2015 - 6:27

570

Views

Sufficient condition for martingale property

Published on 31 Mar 2026 - 2:57

List Question

Condition for $L^p$ convergence of backwards martingale

Exponential of Brownian motion with negative drift

Semimartingale jumps question

Probability of a nonnegative submartingale converging to zero

Martingale with respect to a decreasing filtration

Give simpler examples of $L^p$ unbounded yet converging martingales

Equivalent condition for $ (X_n, \mathcal{F}_n) $ to be a martingale

Prove that if $E(X\log X)<\infty$ then $E(\sup_n |S_n|/n)<\infty$.

An irreducible Markov chain is a martingale

Bounding profits of gambler by Azuma Inequality

Verifying a proof of martingales.

Modification of a local martingale

Let $S_n$ be a Simple Random Walk. What is $E[S_m|S_n]$ if $m < n$?

Uniqueness in Doob's Decomposition Theorem

Sufficient condition for martingale property

Trending Questions

Popular # Hahtags

Popular Questions