List questions from martingales

Published on 04 Apr 2026 - 5:25

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Is any FV-Process a special Semimartingale?

Published on 04 Apr 2026 - 5:16

446

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Transforming semimartingale to local martingale by change of measure

Published on 01 Mar 2014 - 21:39

226

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$4^{Brownian(t)}$ martingale proof

Published on 04 Mar 2014 - 14:06

781

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Determine if this is a Martingale

Published on 04 Apr 2026 - 6:59

114

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Martingale and Stochastic equation

Published on 06 Mar 2014 - 10:44

88

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Martingales and Integrals

Published on 06 Mar 2014 - 13:30

77

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Stochastic Integrals and Martingales

Published on 04 Apr 2026 - 6:57

293

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A bound on the maximum of a submartingale

Published on 09 Mar 2014 - 21:07

1k

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Stochastic Differential Equation- When martingale?

Published on 10 Mar 2014 - 19:58

1.3k

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How to prove that $(N-\lambda t)^2 - \lambda t$ is a martingale where $N$ is Poisson process

Published on 30 Mar 2026 - 0:18

102

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Does the first difference MDS imply martingale condition?

Published on 12 Apr 2017 - 17:47

1.3k

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Exponential Integrals of Brownian Motion, Stopping Times, Expectation

Published on 31 Mar 2026 - 3:32

134

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Prove that $Z_n=\sum_{i=0}^{n-1}Y_{t_i}(M_{t_{i+1}}-M_{t_i})(N_{t_{i+1}}-N_{t_i})$ converges to $\int_{0}^t Y_s\,d[M,N]_s$ in probability

Published on 23 Feb 2026 - 17:03

1.4k

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Simple Random Walk: two questions

Published on 04 Apr 2026 - 17:10

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Show that $\mathbb{E}\{\int_U^T g(s)dB(s)\mid \mathcal{F}_U\} = 0$

Is any FV-Process a special Semimartingale?

Transforming semimartingale to local martingale by change of measure

$4^{Brownian(t)}$ martingale proof

Determine if this is a Martingale

Martingale and Stochastic equation

Martingales and Integrals

Stochastic Integrals and Martingales

A bound on the maximum of a submartingale

Stochastic Differential Equation- When martingale?

How to prove that $(N-\lambda t)^2 - \lambda t$ is a martingale where $N$ is Poisson process

Does the first difference MDS imply martingale condition?

Exponential Integrals of Brownian Motion, Stopping Times, Expectation

Prove that $Z_n=\sum_{i=0}^{n-1}Y_{t_i}(M_{t_{i+1}}-M_{t_i})(N_{t_{i+1}}-N_{t_i})$ converges to $\int_{0}^t Y_s\,d[M,N]_s$ in probability

Simple Random Walk: two questions

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