List questions from martingales

Published on 22 May 2016 - 20:03

428

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Functions of a random walk and martingales

Published on 23 May 2016 - 14:15

600

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Divergence of asymmetric not-simple random walk

Published on 04 Apr 2026 - 0:35

194

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Expected time until pattern (1,0,0,1)

Published on 30 Mar 2026 - 10:34

2.5k

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A stochastic process $X$ is a martingale $\iff$ $X$ is driftless.

Published on 25 May 2016 - 20:13

785

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Find constants such that transformed simple symmetric random walk is martingale

Published on 26 May 2016 - 15:41

3.5k

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Show that $W^2 _t - t$ is a $\mathbb{P}$-martingale.

Published on 26 May 2016 - 20:01

113

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The Second Hearts Problem

Published on 30 Mar 2026 - 10:34

1.1k

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From brownian bridge to brownian motion proof

Published on 29 May 2016 - 2:58

188

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Limit theorem for changed time

Published on 31 May 2016 - 8:22

705

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Stochastic differential equation substitution reasoning?

Published on 29 Mar 2026 - 15:31

1.6k

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Natural filtration of martingales

Published on 02 Jun 2016 - 13:48

684

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Showing that Polya's Urn is a martingale - is this correct definition of Polya's urn?

Published on 05 Jun 2016 - 4:11

130

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martingale square integrable

Published on 06 Jun 2016 - 9:49

102

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Example of a semimartingale with special properties

Published on 06 Jun 2016 - 13:42

List Question

Hard Question in Stochastic processes - variance Martingales

Functions of a random walk and martingales

Divergence of asymmetric not-simple random walk

Expected time until pattern (1,0,0,1)

A stochastic process $X$ is a martingale $\iff$ $X$ is driftless.

Find constants such that transformed simple symmetric random walk is martingale

Show that $W^2 _t - t$ is a $\mathbb{P}$-martingale.

The Second Hearts Problem

From brownian bridge to brownian motion proof

Limit theorem for changed time

Stochastic differential equation substitution reasoning?

Natural filtration of martingales

Showing that Polya's Urn is a martingale - is this correct definition of Polya's urn?

martingale square integrable

Example of a semimartingale with special properties

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