Question

$E(X_n)=E(X_{n-1})=\ldots=E(X_0)\nRightarrow (X_n)_n$ is Martingale

score 157 · Answer 1 · 2015-11-03 13:15:50

157

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$E(X_n)=E(X_{n-1})=\ldots=E(X_0)\nRightarrow (X_n)_n$ is Martingale

Published on 03 Nov 2015 - 13:15

score 89 · Answer 2 · 2026-03-29 20:26:12

89

Views

Optional Sampling Theorem - Martingales

Published on 29 Mar 2026 - 20:26

score 107 · Answer 3 · 2026-03-29 11:45:38

107

Views

Limiting sequence of exponential random variables

Published on 29 Mar 2026 - 11:45

score 465 · Answer 4 · 2015-11-06 14:44:09

465

Views

How is integrability used in fundamental principle 'you can't beat the system'?

Published on 06 Nov 2015 - 14:44

score 130 · Answer 5 · 2015-11-07 17:37:24

130

Views

Independence of $X$ and $Y_1$ and independence of $X$ and $Y_2$ implies independence of $\sigma\{X\}$ and $\sigma\{Y_1,Y_2\}$?

Published on 07 Nov 2015 - 17:37

score 281 · Answer 6 · 2015-11-08 14:31:18

281

Views

Martingale expectation value

Published on 08 Nov 2015 - 14:31

score 1.1k · Answer 7 · 2026-03-29 20:27:31

1.1k

Views

Questions on Doob's Optional Stopping Theorem (a) and (b)

Published on 29 Mar 2026 - 20:27

score 172 · Answer 8 · 2015-11-09 07:16:41

172

Views

Conditional expectation of the integral of a martingale

Published on 09 Nov 2015 - 7:16

score 178 · Answer 9 · 2015-11-10 16:15:43

178

Views

Number of bins in best packing of bin packing problem is Martingale

Published on 10 Nov 2015 - 16:15

score 22 · Answer 10 · 2015-11-10 18:47:04

22

Views

Confused regarding this notation for scalar Xt?

Published on 10 Nov 2015 - 18:47

score 407 · Answer 11 · 2026-03-26 19:20:01

407

Views

Playing roulette using martingale

Published on 26 Mar 2026 - 19:20

score 639 · Answer 12 · 2015-11-12 14:47:10

639

Views

Is $X_t = tW\left(\frac{1}{t}\right)$ a Martingale？If not, how could it be a Brownian Motion?

Published on 12 Nov 2015 - 14:47

score 112 · Answer 13 · 2026-03-29 22:13:55

112

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Prove $Y_S$ is integrable if $Y$ is a supermartingale and $S$ is a bounded stopping time.

Published on 29 Mar 2026 - 22:13

score 119 · Answer 14 · 2026-03-29 22:13:48

119

Views

Prove $Y_S$ is integrable if $Y$ is a bounded supermartingale and $S$ is an a.s. finite stopping time.

Published on 29 Mar 2026 - 22:13

score 287 · Answer 15 · 2026-03-29 22:13:48

287

Views

Prove $X_T$ is integrable if $X$ is a supermartingale, $T$ is stopping time and other conditions

Published on 29 Mar 2026 - 22:13

List Question

$E(X_n)=E(X_{n-1})=\ldots=E(X_0)\nRightarrow (X_n)_n$ is Martingale

Optional Sampling Theorem - Martingales

Limiting sequence of exponential random variables

How is integrability used in fundamental principle 'you can't beat the system'?

Independence of $X$ and $Y_1$ and independence of $X$ and $Y_2$ implies independence of $\sigma\{X\}$ and $\sigma\{Y_1,Y_2\}$?

Martingale expectation value

Questions on Doob's Optional Stopping Theorem (a) and (b)

Conditional expectation of the integral of a martingale

Number of bins in best packing of bin packing problem is Martingale

Confused regarding this notation for scalar Xt?

Playing roulette using martingale

Is $X_t = tW\left(\frac{1}{t}\right)$ a Martingale？If not, how could it be a Brownian Motion?

Prove $Y_S$ is integrable if $Y$ is a supermartingale and $S$ is a bounded stopping time.

Prove $Y_S$ is integrable if $Y$ is a bounded supermartingale and $S$ is an a.s. finite stopping time.

Prove $X_T$ is integrable if $X$ is a supermartingale, $T$ is stopping time and other conditions

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