List questions from martingales

Published on 09 Apr 2026 - 0:55

39

Views

Application of general Ito's lemma

Published on 03 Jun 2021 - 0:08

296

Views

distribution of limit of a Martingale

Published on 11 Apr 2026 - 17:25

72

Views

Filtration and convergence

Published on 11 Apr 2026 - 2:48

107

Views

Constructing an adapted process for a given stopping time

Published on 27 Mar 2026 - 0:55

54

Views

Question on martingale convergence for a martingale generated from a single $L^1$ function.

Published on 04 Jun 2021 - 22:38

293

Views

A "reverse" maximal inequality

Published on 06 Jun 2021 - 10:04

84

Views

(Another) issue with an elementary exercise on martingales

Published on 10 Apr 2026 - 7:31

66

Views

Is the Markov property under $\mathbb{P} $ preserved under change to a measure $\mathbb{Q} $ absolutely continuous to $\mathbb{P} $ .

Published on 12 Apr 2026 - 11:56

73

Views

$\mathbb{E}[M_{\tau+\theta}M_{\tau}]=\mathbb{E}[M_{\tau}^2]$

Published on 03 Apr 2026 - 5:15

191

Views

If $X$ is a supermartingale and $S$ a bounded stopping times, then so is the stopped process $X^S$.

Published on 03 Apr 2026 - 5:19

85

Views

(Durrett : Probability : Theory and Examples ) Theorem 8.2.2

Published on 10 Jun 2021 - 11:54

40

Views

Bounds on the growth of a local time of a continuous semimartingale as a function of time?

Published on 10 Apr 2026 - 5:33

202

Views

On the higher moments of a continuous martingale that starts at zero

Published on 11 Jun 2021 - 13:41

34

Views

How to show $L_t$ is a martingale?

Published on 12 Jun 2021 - 0:18

List Question

Is the running average a martingale?

Application of general Ito's lemma

distribution of limit of a Martingale

Filtration and convergence

Constructing an adapted process for a given stopping time

Question on martingale convergence for a martingale generated from a single $L^1$ function.

A "reverse" maximal inequality

(Another) issue with an elementary exercise on martingales

Is the Markov property under $\mathbb{P} $ preserved under change to a measure $\mathbb{Q} $ absolutely continuous to $\mathbb{P} $ .

$\mathbb{E}[M_{\tau+\theta}M_{\tau}]=\mathbb{E}[M_{\tau}^2]$

If $X$ is a supermartingale and $S$ a bounded stopping times, then so is the stopped process $X^S$.

(Durrett : Probability : Theory and Examples ) Theorem 8.2.2

Bounds on the growth of a local time of a continuous semimartingale as a function of time?

On the higher moments of a continuous martingale that starts at zero

How to show $L_t$ is a martingale?

Trending Questions

Popular # Hahtags

Popular Questions