List questions from martingales

Published on 13 Aug 2017 - 18:30

197

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Inverting the cumulative distribution function to solve for boundary conditions

Published on 23 Feb 2026 - 15:05

42

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Handling a Bownian motion inside a r.v.

Published on 31 Mar 2026 - 10:07

620

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Uniform Integrability of $M^2$ if $M$ is a martingale.

Published on 26 Mar 2026 - 22:57

1k

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Stopping Theorem - Counterexample

Published on 31 Mar 2026 - 12:11

272

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Inequality of expectation of a submartingale in different time steps

Published on 22 Aug 2017 - 15:30

146

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Martingale estimating, Confidence interval

Published on 25 Feb 2026 - 13:01

2.4k

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Expected stopping time

Published on 24 Aug 2017 - 9:06

210

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A right-continuous uniformly integrable martingale $(X_t)_{t\in I}$ is closable at $\sup I$

Published on 27 Aug 2017 - 19:11

41

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How can we show that a submartingale has integrable variation?

Published on 28 Mar 2026 - 14:55

80

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Convergence in $L^p$ of a limited martingale

Published on 30 Aug 2017 - 12:01

52

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If a process is dominated by an integrable variable, then this process is of class $\mathcal D$

Published on 31 Mar 2026 - 12:22

1.1k

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Martingale difference sequence - is the sum a martingale?

Published on 01 Sep 2017 - 22:59

86

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Martingale with parameter

Published on 03 Sep 2017 - 10:47

697

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$\tau$ be a stopping time, $(M_t)_{t\ge 0}$ a martingale. Is $(M_{\tau\wedge t})_{t\ge 0}$ a martingale?

Published on 31 Mar 2026 - 12:17

List Question

Brownian Motion martingale property

Inverting the cumulative distribution function to solve for boundary conditions

Handling a Bownian motion inside a r.v.

Uniform Integrability of $M^2$ if $M$ is a martingale.

Stopping Theorem - Counterexample

Inequality of expectation of a submartingale in different time steps

Martingale estimating, Confidence interval

Expected stopping time

A right-continuous uniformly integrable martingale $(X_t)_{t\in I}$ is closable at $\sup I$

How can we show that a submartingale has integrable variation?

Convergence in $L^p$ of a limited martingale

If a process is dominated by an integrable variable, then this process is of class $\mathcal D$

Martingale difference sequence - is the sum a martingale?

Martingale with parameter

$\tau$ be a stopping time, $(M_t)_{t\ge 0}$ a martingale. Is $(M_{\tau\wedge t})_{t\ge 0}$ a martingale?

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