List questions from martingales

Published on 04 May 2015 - 2:55

126

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Amazing property of martingales

Published on 04 May 2015 - 7:55

83

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Martingale: why $\mathbb E[S_{n+m}\mid X_1,...,X_n]= S_n$.

Published on 04 May 2015 - 10:08

47

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Martingale: Whay $\mathbb E[S_n]=\mathbb E[S_1]$.

Published on 04 May 2015 - 12:53

68

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Martingale: why $\mathbb E[S_{n+1}\mid R_0,...,R_n]=\frac{1}{m-1}\sum_{i=1}^{m-1}\mathbb E[X_i\mid Z_m,X_{m+1},...,X_N]$

Published on 05 May 2015 - 12:42

150

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martingale: Prouve that $(S_n=\frac{R_n}{n+2})$ is a martingale refer to $(R_n)$

Published on 05 May 2015 - 13:18

94

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Martingale: problem with conditional esperance

Published on 05 May 2015 - 13:48

254

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Martingale converges to the boundary

Published on 01 Apr 2026 - 18:47

47

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Is $Z$ a martingale?

Published on 06 May 2015 - 9:38

459

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Martingale Properties

Published on 01 Apr 2026 - 1:19

2.4k

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Product rule with stochastic differentials

Published on 09 May 2015 - 16:48

1.9k

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Almost sure convergence of the Poisson process

Published on 01 Apr 2026 - 17:57

467

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No arbitrage iff there EMM $P^*$ theorem

Published on 01 Apr 2026 - 3:06

324

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Properties of the martingale $S_n := S_{n-1} + X_n \sqrt{1+S_{n-1}^2}$

Published on 13 May 2015 - 14:04

585

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Gambling Game martingale

Published on 26 Mar 2026 - 16:04

List Question

Chromatic number $\chi(G)=600$, $P(\chi(G|_S)\leq 200) \leq 2^{-10}$

Amazing property of martingales

Martingale: why $\mathbb E[S_{n+m}\mid X_1,...,X_n]= S_n$.

Martingale: Whay $\mathbb E[S_n]=\mathbb E[S_1]$.

Martingale: why $\mathbb E[S_{n+1}\mid R_0,...,R_n]=\frac{1}{m-1}\sum_{i=1}^{m-1}\mathbb E[X_i\mid Z_m,X_{m+1},...,X_N]$

martingale: Prouve that $(S_n=\frac{R_n}{n+2})$ is a martingale refer to $(R_n)$

Martingale: problem with conditional esperance

Martingale converges to the boundary

Is $Z$ a martingale?

Martingale Properties

Product rule with stochastic differentials

Almost sure convergence of the Poisson process

No arbitrage iff there EMM $P^*$ theorem

Properties of the martingale $S_n := S_{n-1} + X_n \sqrt{1+S_{n-1}^2}$

Gambling Game martingale

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