List questions from martingales

Published on 03 Apr 2026 - 6:13

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Verify two martingale properties

Published on 08 Nov 2013 - 9:32

536

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Quadratic Brownian Motion

Published on 16 Nov 2013 - 2:40

132

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Finding out if a sequence is martingale

Published on 19 Nov 2013 - 19:12

1.2k

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Application of Optional Sampling Theorem

Published on 20 Nov 2013 - 1:48

1.3k

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Conditional Expectation of martingale at stopping time

Published on 30 Mar 2026 - 15:43

359

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Conditional expectation by $\sigma (G_n,Y)$ when $Y$ is $G_\infty$-measurable

Published on 21 Nov 2013 - 18:52

133

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weaker version of the martingale convergence theorem

Published on 22 Nov 2013 - 18:18

1k

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how to prove $(X_{n})_{n\in \mathbb N}$ and $(Y_{n})_{n\in \mathbb N}$ are supermartingale.and $(Y_{n})_{n\in \mathbb N}$ is convergence to -7

Published on 30 Mar 2026 - 15:45

133

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Probablity and Expected value

Published on 30 Mar 2026 - 20:57

1.2k

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Martingale Proofs

Published on 04 Dec 2013 - 3:39

701

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Doob's inequality application

Published on 07 Dec 2013 - 20:34

95

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It looks like Doob's inequality, but goes the other direction.

Published on 09 Dec 2013 - 4:12

384

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Martingale property of a counting process subtracting its compensator

Published on 11 Dec 2013 - 0:09

352

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a problem about martingale, to prove $X_n \le E(X_\infty|B_n)$

Published on 12 Dec 2013 - 7:48

List Question

Stochastic differential for general semimartingale

Verify two martingale properties

Quadratic Brownian Motion

Finding out if a sequence is martingale

Application of Optional Sampling Theorem

Conditional Expectation of martingale at stopping time

Conditional expectation by $\sigma (G_n,Y)$ when $Y$ is $G_\infty$-measurable

weaker version of the martingale convergence theorem

how to prove $(X_{n})_{n\in \mathbb N}$ and $(Y_{n})_{n\in \mathbb N}$ are supermartingale.and $(Y_{n})_{n\in \mathbb N}$ is convergence to -7

Probablity and Expected value

Martingale Proofs

Doob's inequality application

It looks like Doob's inequality, but goes the other direction.

Martingale property of a counting process subtracting its compensator

a problem about martingale, to prove $X_n \le E(X_\infty|B_n)$

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