List questions from martingales

Published on 26 Mar 2026 - 14:16

171

Views

A characterization of quadratic variation for $L^2$ martingales

Published on 05 Apr 2015 - 15:21

78

Views

Convergence theorem for uniformly integrable martingales

Published on 07 Apr 2015 - 7:22

637

Views

Exercise about martingale convergence

Published on 07 Apr 2015 - 18:41

49

Views

Not all martingales $Y$ can be represented $Y = H\bullet X$ for a given $X$

Published on 08 Apr 2015 - 7:44

552

Views

2d random walk on the nonnegative quadrant using martingale techniques

Published on 02 Apr 2026 - 19:33

188

Views

Show that a certain functional of Brownian motion is a martingale

Published on 14 Apr 2015 - 17:55

392

Views

Martingales and stopping times question

Published on 29 Mar 2026 - 13:41

115

Views

Justifying a step in proving $M_{S\wedge T} = \mathbb{E}[M_T \mid \mathcal{F}_S ]$

Published on 29 Mar 2026 - 13:41

389

Views

Can this attempt to prove Ito Isometry for Elementary Processes be fixed?

Published on 16 Apr 2015 - 19:15

1.4k

Views

Continuous time Uniform Integrability and convergence in L1 for (super)martingale

Published on 26 Mar 2026 - 12:46

543

Views

Local martingale being true martingale

Published on 17 Apr 2015 - 10:19

873

Views

Supremal distribution of positive continuous martingale, which converges to zero a.s.

Published on 29 Mar 2026 - 13:40

1.4k

Views

Prove $\mathbb{P}(\sup_{t \geq 0} M_t > x \mid \mathcal{F}_0)= 1 \wedge \frac{M_0}{x}$ for a martingale $(M_t)_{t \geq 0}$

Published on 17 Apr 2015 - 19:42

74

Views

How to Prove Unboundedness

Published on 17 Apr 2015 - 23:28

List Question

Conditional Borel-Cantelli lemma

A characterization of quadratic variation for $L^2$ martingales

Convergence theorem for uniformly integrable martingales

Exercise about martingale convergence

Not all martingales $Y$ can be represented $Y = H\bullet X$ for a given $X$

2d random walk on the nonnegative quadrant using martingale techniques

Show that a certain functional of Brownian motion is a martingale

Martingales and stopping times question

Justifying a step in proving $M_{S\wedge T} = \mathbb{E}[M_T \mid \mathcal{F}_S ]$

Can this attempt to prove Ito Isometry for Elementary Processes be fixed?

Continuous time Uniform Integrability and convergence in L1 for (super)martingale

Local martingale being true martingale

Supremal distribution of positive continuous martingale, which converges to zero a.s.

Prove $\mathbb{P}(\sup_{t \geq 0} M_t > x \mid \mathcal{F}_0)= 1 \wedge \frac{M_0}{x}$ for a martingale $(M_t)_{t \geq 0}$

How to Prove Unboundedness

Trending Questions

Popular # Hahtags

Popular Questions