List questions from martingales

Published on 28 May 2015 - 0:15

71

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Proving existence of Itō Integral

Published on 28 May 2015 - 21:41

262

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Reasoning in "Prove $X$ is a martingale" / Different approach using indicator functions

Published on 31 May 2015 - 16:29

158

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Can these random variables be seen as products of indicator functions?

Published on 31 May 2015 - 16:30

1.4k

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Proving Galmarino's Test

Published on 29 Mar 2026 - 15:31

740

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Showing $e^{2B_t - 2t}$ is a martingale

Published on 29 Mar 2026 - 5:42

183

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Why are local Martingales (in general) no true Martingales

Published on 29 Mar 2026 - 16:50

499

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Deriving a closed form expression for stochastic integral (to show its a martingale)

Published on 02 Apr 2026 - 16:02

137

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$MN-\langle M,N \rangle$ is uniformly integrable when M, N are $H^2$?

Published on 25 Mar 2026 - 17:37

5.4k

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A uniformly bounded local martingale is a martingale

Published on 07 Jun 2015 - 21:22

87

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Proof that $\left<M\right>_{S_n}$ has finite expectation

Published on 23 Feb 2026 - 12:02

127

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Discrete-Time Stochastic Calculus and Stopping Times: Resources

Published on 01 Apr 2026 - 23:51

315

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$e^{X_t - \frac{t^3}{6}}$ is a martingale - show it

Published on 10 Jun 2015 - 12:44

772

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"The first time a continuous local martingale grows in absolute value beyond $n$" is a localizing sequence

Published on 29 Mar 2026 - 17:03

1.7k

Views

Showing time changed brownian motion is martingale.

Published on 12 Jun 2015 - 0:17

List Question

Questions on proving a stochastic process to be a martingale

Proving existence of Itō Integral

Reasoning in "Prove $X$ is a martingale" / Different approach using indicator functions

Can these random variables be seen as products of indicator functions?

Proving Galmarino's Test

Showing $e^{2B_t - 2t}$ is a martingale

Why are local Martingales (in general) no true Martingales

Deriving a closed form expression for stochastic integral (to show its a martingale)

$MN-\langle M,N \rangle$ is uniformly integrable when M, N are $H^2$?

A uniformly bounded local martingale is a martingale

Proof that $\left<M\right>_{S_n}$ has finite expectation

Discrete-Time Stochastic Calculus and Stopping Times: Resources

$e^{X_t - \frac{t^3}{6}}$ is a martingale - show it

"The first time a continuous local martingale grows in absolute value beyond $n$" is a localizing sequence

Showing time changed brownian motion is martingale.

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