List questions from martingales

Published on 24 Nov 2012 - 5:35

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Convergence of a martingale

Published on 28 Nov 2012 - 19:31

2.1k

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What does it mean to say a martingale is closed?

Published on 28 Nov 2012 - 19:50

122

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a question about $L^p $ convergence theorem

Published on 29 Nov 2012 - 3:50

821

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Does a symmetric random walk converge almost surely?

Published on 07 Apr 2026 - 23:58

398

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Star Trek Williams book

Published on 29 Nov 2012 - 5:34

1.9k

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Show that this continuous local martingale is a martingale

Published on 06 Apr 2026 - 0:17

588

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Martingale theory to show f(x+s) = f(x)

Published on 07 Dec 2012 - 5:37

727

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Martingale representation theorem

Published on 10 Dec 2012 - 10:48

2.6k

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Show that this process is a martingale

Published on 17 Dec 2012 - 8:31

188

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Further Clarification Needed: Martingale to prove f(x+s) = f(x)

Published on 18 Dec 2012 - 6:40

3.3k

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How to show that $E[e^{\sigma B(t) - \frac{\sigma ^2 t}{2}} | \mathscr{F}(s)]$ is a martingale?

Published on 20 Dec 2012 - 6:40

731

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Martingale with $E[X_0]=0$

Published on 29 Dec 2012 - 21:13

4.3k

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How to prove the martingale?

Published on 08 Apr 2026 - 23:22

642

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How to show that $X_t = \frac{1}{\left| B_t -x\right|}\mathbb{1}_{\left\{ B_t \neq x\right\}}$ ("inverse brownian") is a martingale?

Published on 04 Jan 2013 - 0:14

List Question

Probability that a sequence of random variables converges to 0 or 1

Convergence of a martingale

What does it mean to say a martingale is closed?

a question about $L^p $ convergence theorem

Does a symmetric random walk converge almost surely?

Star Trek Williams book

Show that this continuous local martingale is a martingale

Martingale theory to show f(x+s) = f(x)

Martingale representation theorem

Show that this process is a martingale

Further Clarification Needed: Martingale to prove f(x+s) = f(x)

How to show that $E[e^{\sigma B(t) - \frac{\sigma ^2 t}{2}} | \mathscr{F}(s)]$ is a martingale?

Martingale with $E[X_0]=0$

How to prove the martingale?

How to show that $X_t = \frac{1}{\left| B_t -x\right|}\mathbb{1}_{\left\{ B_t \neq x\right\}}$ ("inverse brownian") is a martingale?

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