List questions from martingales

Published on 29 Mar 2026 - 20:02

40

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Azuma's inequality conditional version

Published on 21 Apr 2016 - 13:55

193

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Show $(X_n+a)^2$ is a submartingale

Published on 21 Apr 2016 - 18:59

571

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Bounding expectation of a supremum process

Published on 29 Mar 2026 - 20:43

138

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Probability of the martingale staying non-negative.

Published on 03 Apr 2026 - 21:26

945

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How to show that $(X(t)-\lambda t)^2 - \lambda t$ is a martingale, where $X(t)$ is a Poisson Process?

Published on 29 Mar 2026 - 20:44

251

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Martingal-property of stochastic Integral w.r.t. Brownian Motion

Published on 03 Apr 2026 - 12:56

275

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Martingale and local martingales

Published on 23 Feb 2026 - 13:25

149

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Conditional expectation: when does $X_t=E[X_t\mid \mathcal{F}_s]$ for $s<t$

Published on 28 Apr 2016 - 2:42

542

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showing a processes is martingale using ito's lemma

Published on 03 Apr 2026 - 14:23

105

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If $(x_n)$ is a martingale difference then $(x_n\mathbf{1}_{\{ |x_n|\le a_n \}})$ is a martingale?

Published on 29 Apr 2016 - 17:18

2.8k

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Gambling strategy for coin-flip with 51% chance to win.

Published on 26 Mar 2026 - 22:53

254

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Brownian motion with Lévy’s Characterization

Published on 30 Apr 2016 - 18:27

193

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Friedman's urn is a supermartingale or a submartingale?

Published on 23 Feb 2026 - 6:58

226

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Brownian Motion with Levy's Characterization 2

Published on 01 May 2016 - 22:49

List Question

Law of Large Numbers for Martingales

Azuma's inequality conditional version

Show $(X_n+a)^2$ is a submartingale

Bounding expectation of a supremum process

Probability of the martingale staying non-negative.

How to show that $(X(t)-\lambda t)^2 - \lambda t$ is a martingale, where $X(t)$ is a Poisson Process?

Martingal-property of stochastic Integral w.r.t. Brownian Motion

Martingale and local martingales

Conditional expectation: when does $X_t=E[X_t\mid \mathcal{F}_s]$ for $s<t$

showing a processes is martingale using ito's lemma

If $(x_n)$ is a martingale difference then $(x_n\mathbf{1}_{\{ |x_n|\le a_n \}})$ is a martingale?

Gambling strategy for coin-flip with 51% chance to win.

Brownian motion with Lévy’s Characterization

Friedman's urn is a supermartingale or a submartingale?

Brownian Motion with Levy's Characterization 2

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