List questions from martingales

Published on 16 Dec 2017 - 15:07

177

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Martingale Maximal function Inequality

Published on 17 Dec 2017 - 9:30

75

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Monoticity of norms proof in Williams, Probability with Martingales.

Published on 17 Dec 2017 - 11:02

1k

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Understanding proof of martingale transform being supermartingale

Published on 08 Apr 2026 - 4:55

74

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Martingale in $L^2$ equality, williams, probability with martingale p111

Published on 19 Dec 2017 - 5:08

725

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$\langle X,Y \rangle$ is the unique process of the form $Z = A - B$ s.t. $XY - Z$ is a martingale

Published on 23 Feb 2026 - 2:42

87

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Show that the stochastic process $X_n=(n+1) \mathbb{1}_{[n+1, \infty)}$ is a martingale

Published on 19 Dec 2017 - 14:29

265

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Angle-brackets process, 12.13 Probability with Martingales williams, p122

Published on 21 Dec 2017 - 4:12

2.8k

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Almost surely finite stopping time for a random walk

Published on 02 Apr 2026 - 10:32

73

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How to show a sequence of random variables is $\mathcal{A_{n}}$ measurable and bounded

Published on 24 Dec 2017 - 12:46

86

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Can a filtration on a measure space have real-number indexing (giving a continuum of $\sigma$-algebras?

Published on 01 Apr 2026 - 20:37

1.4k

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Stopped martingale is a martingale

Published on 29 Dec 2017 - 10:07

72

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Caracterization of optimal strategy in zero-sum 2 players differential stochastic game

Published on 07 Apr 2026 - 21:27

506

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Prove that this sequence is a submartingale

Published on 01 Jan 2018 - 14:04

249

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Stochastic exponential is a martingale if $\int_0^\infty\|X_t\|^2dt<\infty$ for every $\omega$

Published on 04 Jan 2018 - 5:53

List Question

Why is this true of a submartingale?

Martingale Maximal function Inequality

Monoticity of norms proof in Williams, Probability with Martingales.

Understanding proof of martingale transform being supermartingale

Martingale in $L^2$ equality, williams, probability with martingale p111

$\langle X,Y \rangle$ is the unique process of the form $Z = A - B$ s.t. $XY - Z$ is a martingale

Show that the stochastic process $X_n=(n+1) \mathbb{1}_{[n+1, \infty)}$ is a martingale

Angle-brackets process, 12.13 Probability with Martingales williams, p122

Almost surely finite stopping time for a random walk

How to show a sequence of random variables is $\mathcal{A_{n}}$ measurable and bounded

Can a filtration on a measure space have real-number indexing (giving a continuum of $\sigma$-algebras?

Stopped martingale is a martingale

Caracterization of optimal strategy in zero-sum 2 players differential stochastic game

Prove that this sequence is a submartingale

Stochastic exponential is a martingale if $\int_0^\infty\|X_t\|^2dt<\infty$ for every $\omega$

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