List questions from martingales

Published on 23 Oct 2017 - 20:12

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Write expectation of brownian motion conditional on filtration as an integral?

Published on 25 Oct 2017 - 20:22

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What proves that a random process with zero diffusion is not a martingale?

Published on 26 Oct 2017 - 21:42

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What can one say about the ratio $E[\mathrm{Var}[X\mid \mathcal H]]/E[\mathrm{Var}[X\mid \mathcal G]]$ if $ \mathcal G\subseteq \mathcal H$?

Published on 28 Oct 2017 - 1:10

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Convergence and non-negative supermartingales

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Example of product of martingales which is not a martingale

Published on 30 Oct 2017 - 20:07

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Conditional expectation as a random variable new

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Proving a function of the empirical distribution is a Martingale

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Variance of the time of gambler's ruin

Published on 31 Mar 2026 - 14:47

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Martingale under Risk Neutral Probabilities

Published on 06 Nov 2017 - 8:03

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martingale polya urn

Published on 23 Feb 2026 - 8:54

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Version of Rademacher's theorem

Published on 09 Nov 2017 - 19:11

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Calculate $E(S_T^2)$.

Published on 31 Mar 2026 - 14:34

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Martingale representation theorem discrete

Published on 11 Nov 2017 - 11:46

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$(X_n) $ a $\{F_n \}$ martingale that a.s. converges. Does this imply $\sup_n E (X_n^+) < \infty$?

Published on 11 Nov 2017 - 14:08

List Question

Variance of complex exponential Martingale

Write expectation of brownian motion conditional on filtration as an integral?

What proves that a random process with zero diffusion is not a martingale?

What can one say about the ratio $E[\mathrm{Var}[X\mid \mathcal H]]/E[\mathrm{Var}[X\mid \mathcal G]]$ if $ \mathcal G\subseteq \mathcal H$?

Convergence and non-negative supermartingales

Example of product of martingales which is not a martingale

Conditional expectation as a random variable new

Proving a function of the empirical distribution is a Martingale

Variance of the time of gambler's ruin

Martingale under Risk Neutral Probabilities

martingale polya urn

Version of Rademacher's theorem

Calculate $E(S_T^2)$.

Martingale representation theorem discrete

$(X_n) $ a $\{F_n \}$ martingale that a.s. converges. Does this imply $\sup_n E (X_n^+) < \infty$?

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