List questions from martingales

Published on 03 Sep 2021 - 0:26

149

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quadratic variation and local martingale

Published on 13 Apr 2026 - 0:38

161

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local martingale and submartingale

Published on 01 Apr 2026 - 2:46

34

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Simple Martingale and Stopping time question

Published on 03 Apr 2026 - 6:50

83

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Supermartingale is also a supermartingale w.r.t. right-continuous filtration

Published on 07 Sep 2021 - 9:51

198

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backward martingale convergence

Published on 12 Apr 2026 - 13:25

50

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Show that $ \frac{e^{\theta(x_0 + ... + x_n)}}{E[e^{\theta x_1}]}$ is a martingale

Published on 07 Sep 2021 - 22:22

226

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Why this stochastic integral is not necessarily a martingale

Published on 10 Apr 2026 - 22:43

150

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covariation of semimartingales

Published on 12 Apr 2026 - 22:54

193

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The payoff in binomial model is a martingale.

Published on 07 Apr 2026 - 6:10

185

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Product of two stochastic integrals is a martingale?

Published on 07 Apr 2026 - 9:26

2.4k

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Geometric Brownian motion is a martingale

Published on 12 Apr 2026 - 18:09

163

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Martingality of $\exp (iuX_{t})/\exp(\Psi_{t}(u))$ when $X$ is a semimartingale and $\Psi_{t}(u)$ its ''characteristic exponent''

Published on 15 Sep 2021 - 15:44

139

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martingale small ball condition

Published on 19 Sep 2021 - 13:05

169

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Show that $E[f(X_1,X_2)\mid \mathcal{F}_n]=\frac{2}{n(n-1)}\sum_{ 1 \leq p<q \leq n}f(X_p,X_q)$

Published on 20 Sep 2021 - 0:31

List Question

Generalized $\texttt{ABRACADABRA}$ Problem

quadratic variation and local martingale

local martingale and submartingale

Simple Martingale and Stopping time question

Supermartingale is also a supermartingale w.r.t. right-continuous filtration

backward martingale convergence

Show that $ \frac{e^{\theta(x_0 + ... + x_n)}}{E[e^{\theta x_1}]}$ is a martingale

Why this stochastic integral is not necessarily a martingale

covariation of semimartingales

The payoff in binomial model is a martingale.

Product of two stochastic integrals is a martingale?

Geometric Brownian motion is a martingale

Martingality of $\exp (iuX_{t})/\exp(\Psi_{t}(u))$ when $X$ is a semimartingale and $\Psi_{t}(u)$ its ''characteristic exponent''

martingale small ball condition

Show that $E[f(X_1,X_2)\mid \mathcal{F}_n]=\frac{2}{n(n-1)}\sum_{ 1 \leq p<q \leq n}f(X_p,X_q)$

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