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15
Math.TechQA.Club
2015-09-10 10:48:51
91
Views
Martingale representation and weak convergence of measures on Ikeda and Watanabe
Published on
10 Sep 2015 - 10:48
#stochastic-processes
#martingales
#probability
185
Views
When does a local martingale satisfy $E[M_T \mid \mathcal F_t] = M_t$
Published on
12 Sep 2015 - 13:11
#stochastic-processes
#martingales
3.4k
Views
$L^p$ submartingale convergence theorem
Published on
15 Sep 2015 - 3:16
#probability-theory
#convergence-divergence
#examples-counterexamples
#lp-spaces
#martingales
271
Views
Brownian Motion stopping time
Published on
15 Sep 2015 - 12:00
#probability-theory
#brownian-motion
#martingales
257
Views
Stopping time proof with discrete martingale
Published on
29 Mar 2026 - 18:30
#martingales
#stopping-times
195
Views
What is the relevance of the definition of a closed submartingale
Published on
16 Sep 2015 - 14:04
#probability-theory
#stochastic-calculus
#martingales
335
Views
Application of optional sampling theorem in a proof of the Burkholder-Davis-Gundy inequalitiy
Published on
16 Sep 2015 - 17:06
#probability-theory
#stochastic-calculus
#martingales
683
Views
A martingale characterization
Published on
29 Mar 2026 - 18:29
#stochastic-processes
#martingales
#stochastic-analysis
#stopping-times
213
Views
$dZ_t = Z_t X_t \, dW_t$ is this Processes a martingale?
Published on
20 Sep 2015 - 13:08
#stochastic-processes
#martingales
299
Views
A martingale associated with a solution of a stochastic differential equation
Published on
29 Mar 2026 - 11:13
#stochastic-processes
#brownian-motion
#martingales
#stochastic-differential-equations
491
Views
Why do we need optional stopping theorem?
Published on
29 Mar 2026 - 18:36
#probability-theory
#stochastic-processes
#martingales
#stochastic-analysis
#stopping-times
184
Views
Show that the following is a Martingale
Published on
26 Sep 2015 - 21:56
#probability-theory
#measure-theory
#martingales
215
Views
Tips on studying martingale?
Published on
27 Sep 2015 - 4:07
#probability-theory
#martingales
425
Views
Risk Neutral Pricing
Published on
01 Apr 2026 - 11:00
#stochastic-processes
#finance
#martingales
1.1k
Views
If $X_n$ is a martingale, is $X_n^2$ a submartingale?
Published on
27 Sep 2015 - 18:14
#martingales
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