List questions from martingales

Published on 04 Oct 2013 - 21:52

4k

Views

A square integrable martingale has orthogonal increments

Published on 05 Oct 2013 - 15:05

959

Views

Martingales of random walk

Published on 04 Apr 2026 - 10:14

367

Views

Two martingales with respect to the same filtration

Published on 07 Oct 2013 - 10:31

216

Views

Martingale convergence

Published on 12 Oct 2013 - 14:26

679

Views

How to prove that $S_n^2 − Var(S_n )$ is a martingale

Published on 13 Oct 2013 - 18:04

937

Views

Sequence of independent random variables: Convergence, martingales, uniform integrability

Published on 26 Mar 2026 - 21:08

1.7k

Views

$L^1$ bounded martingale

Published on 23 Feb 2026 - 15:12

363

Views

Forming a local martingale with continuous increasing process

Published on 19 Oct 2013 - 20:18

660

Views

Basic (continuous) martingale properties

Published on 25 Oct 2013 - 17:43

313

Views

Show $\sup_{s \in [0,t]} \mathbb{E}|X_s|<\infty$ for any submartingale $(X_t)_{t \geq 0}$

Published on 26 Oct 2013 - 19:32

126

Views

Atypical exponential martingale

Published on 04 Apr 2026 - 0:32

106

Views

Lower bound for stochastic process

Published on 30 Mar 2026 - 15:42

606

Views

Is the martingale stopping theorem applicable?

Published on 31 Oct 2013 - 17:02

123

Views

Upper bounds on the sum in a Martingale process

Published on 04 Apr 2026 - 10:12

List Question

Basic Martingale question

A square integrable martingale has orthogonal increments

Martingales of random walk

Two martingales with respect to the same filtration

Martingale convergence

How to prove that $S_n^2 − Var(S_n )$ is a martingale

Sequence of independent random variables: Convergence, martingales, uniform integrability

$L^1$ bounded martingale

Forming a local martingale with continuous increasing process

Basic (continuous) martingale properties

Show $\sup_{s \in [0,t]} \mathbb{E}|X_s|<\infty$ for any submartingale $(X_t)_{t \geq 0}$

Atypical exponential martingale

Lower bound for stochastic process

Is the martingale stopping theorem applicable?

Upper bounds on the sum in a Martingale process

Trending Questions

Popular # Hahtags

Popular Questions