List questions from martingales

Published on 21 Dec 2020 - 8:06

377

Views

Absorbed Brownian motion CDF — is there a mistake in this derivation?

Published on 11 Apr 2026 - 6:25

94

Views

Inequality with local martingale (find sharp estimate for $\mathbb{P}(M_t\geq \alpha)$)

Published on 23 Feb 2026 - 16:58

578

Views

Expectation of submartingale always increasing?

Published on 11 Apr 2026 - 7:23

154

Views

Extending the Lebesgue Measure

Published on 09 Apr 2026 - 9:00

118

Views

Distribution of $X_t=\mathbb{E}(B_1\mathbb{I}_{|B_1|\geq1}-B_1\mathbb{I}_{|B_1|<1}|\mathcal{F}_t)$?

Published on 24 Dec 2020 - 2:47

51

Views

Karatzas&Shreve 5.4.33 - Equivalence of Three Local Martingales

Published on 11 Apr 2026 - 13:04

157

Views

Square integrable process with summable variations have SLLN

Published on 31 Mar 2026 - 20:58

87

Views

Random walk with a sequence of real numbers

Published on 26 Dec 2020 - 6:02

189

Views

A square integrable a.s. convergent martingale with unbounded square variation process

Published on 02 Apr 2026 - 20:53

292

Views

When is a weak limit of martingales a martingale

Published on 27 Dec 2020 - 15:11

193

Views

Martingale Representation Theorem Applied to Integral of Squared Brownian Motion wrt time

Published on 06 Apr 2026 - 16:54

215

Views

Convergent martingale with bounded increments is $L^2$-bounded

Published on 31 Dec 2020 - 18:44

123

Views

Proving $\exists C>0$ s.t. $\sup_{t\in[0,T]}\mathbb{E}(X_t^2)\leq C$ for geometric Brownian Motion

Published on 02 Jan 2021 - 20:00

182

Views

Amoeba extinction probability

Published on 09 Apr 2026 - 22:42

List Question

A corollary of Doob's inequality for general submartingales

Absorbed Brownian motion CDF — is there a mistake in this derivation?

Inequality with local martingale (find sharp estimate for $\mathbb{P}(M_t\geq \alpha)$)

Expectation of submartingale always increasing?

Extending the Lebesgue Measure

Distribution of $X_t=\mathbb{E}(B_1\mathbb{I}_{|B_1|\geq1}-B_1\mathbb{I}_{|B_1|<1}|\mathcal{F}_t)$?

Karatzas&Shreve 5.4.33 - Equivalence of Three Local Martingales

Square integrable process with summable variations have SLLN

Random walk with a sequence of real numbers

A square integrable a.s. convergent martingale with unbounded square variation process

When is a weak limit of martingales a martingale

Martingale Representation Theorem Applied to Integral of Squared Brownian Motion wrt time

Convergent martingale with bounded increments is $L^2$-bounded

Proving $\exists C>0$ s.t. $\sup_{t\in[0,T]}\mathbb{E}(X_t^2)\leq C$ for geometric Brownian Motion

Amoeba extinction probability

Trending Questions

Popular # Hahtags

Popular Questions