List questions from martingales

Published on 05 Apr 2026 - 8:32

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martingales as a sum of random variables that are not independent

Published on 31 Mar 2011 - 2:37

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Confusions regarding the concept of a stopping time for a martingale

Published on 21 Apr 2011 - 21:18

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Quadratic variation of continuous local martingales

Published on 23 Feb 2026 - 18:44

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Criteria for being a true martingale

Published on 13 May 2011 - 15:50

1.6k

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Expectation of a Product of Martingales

Published on 27 May 2011 - 10:52

91

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Optional stopping theorem for Hilbert valued martingales

Published on 27 Jun 2011 - 17:47

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Clarification of "martingales null at zero"

Published on 15 Jul 2011 - 19:14

1.3k

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How to show martingale is bounded in $L^1$?

Published on 19 Aug 2011 - 23:29

545

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Is $M^2-[M]$ a local martingale when $M$ is a local martingale?

Published on 13 Sep 2011 - 2:53

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How to show Martingale property for sum of $S_k-E(S_k)$-summands where $S_k$ is a function of two RV's

Published on 22 Sep 2011 - 10:28

2.1k

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Martingale property under changes of measure

Published on 11 Oct 2011 - 8:37

846

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Is the norm of a martingale a martingale?

Published on 19 Oct 2011 - 8:46

1.2k

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Showing a process is a martingale

Published on 22 Oct 2011 - 16:38

1.9k

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Expectation of $TS_T$ where $T$ is the absorption time at $\{a,-a\}$ of a simple symmetric random walk $\{S_n\}$

Published on 06 Apr 2026 - 2:55

List Question

Martingale problem

martingales as a sum of random variables that are not independent

Confusions regarding the concept of a stopping time for a martingale

Quadratic variation of continuous local martingales

Criteria for being a true martingale

Expectation of a Product of Martingales

Optional stopping theorem for Hilbert valued martingales

Clarification of "martingales null at zero"

How to show martingale is bounded in $L^1$?

Is $M^2-[M]$ a local martingale when $M$ is a local martingale?

How to show Martingale property for sum of $S_k-E(S_k)$-summands where $S_k$ is a function of two RV's

Martingale property under changes of measure

Is the norm of a martingale a martingale?

Showing a process is a martingale

Expectation of $TS_T$ where $T$ is the absorption time at $\{a,-a\}$ of a simple symmetric random walk $\{S_n\}$

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