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15
Math.TechQA.Club
2021-05-04 21:31:32
135
Views
Quadratic variation condition and square integrability
Published on
04 May 2021 - 21:31
#probability-theory
#martingales
63
Views
local martingale?
Published on
11 Apr 2026 - 17:09
#stochastic-processes
#martingales
#local-martingales
50
Views
a.s convergence and well defining a processes
Published on
11 Apr 2026 - 7:20
#probability-theory
#stochastic-processes
#stochastic-calculus
#conditional-expectation
#martingales
52
Views
A doubt involving conditional expectation.
Published on
11 Apr 2026 - 21:24
#probability-theory
#conditional-expectation
#martingales
362
Views
Is $Y_n=S_n^3-3nS_n$ a martingale?
Published on
07 Apr 2026 - 12:48
#martingales
#random-walk
75
Views
a.s convergence on an event $E$
Published on
01 Apr 2026 - 6:27
#probability-theory
#measure-theory
#stochastic-processes
#martingales
#probability-limit-theorems
118
Views
"Tail expectation" for supermartingale
Published on
12 Apr 2026 - 11:25
#probability-theory
#stochastic-processes
#martingales
94
Views
Doob-Meyer decomposition; uniqueness
Published on
11 Apr 2026 - 4:15
#stochastic-processes
#martingales
#stochastic-integrals
#stochastic-differential-equations
390
Views
A question on Williams' "Probability with Martingales" Theorem 12.2 (b).
Published on
11 Apr 2026 - 13:18
#probability
#probability-theory
#measure-theory
#martingales
159
Views
Can a stochastic integral be martingale with respect to two different filtrations?
Published on
09 Apr 2026 - 22:51
#stochastic-calculus
#brownian-motion
#martingales
#stochastic-integrals
#stochastic-analysis
19
Views
Examples of markovian moments $\tau$ and $\sigma$ : 1)$EX_\tau = EX_0$ 2) $EX_\tau != EX_0$
Published on
24 Mar 2026 - 20:33
#stochastic-processes
#martingales
63
Views
Are all local martingales continuous in probability?
Published on
11 Apr 2026 - 17:11
#continuity
#stochastic-processes
#martingales
#local-martingales
35
Views
Replicating Portfolio 3-Period
Published on
15 May 2021 - 13:06
#probability
#stochastic-processes
#stochastic-calculus
#martingales
281
Views
Prove $X_n=2^n\textbf{1}_{(0,2^{-n}]}$ is a martingale
Published on
15 May 2021 - 18:39
#probability-theory
#lebesgue-measure
#conditional-expectation
#martingales
115
Views
Brownian motion stopping time ( Durrett, Probability : Theory and Examples )
Published on
03 Apr 2026 - 3:42
#real-analysis
#probability
#probability-theory
#martingales
#stopping-times
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