List questions from martingales

Published on 19 Oct 2021 - 0:25

58

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Determining if process $Z$ is a martingale.

Published on 13 Apr 2026 - 1:00

677

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How to prove Dubin's inequality?

Published on 13 Apr 2026 - 5:49

247

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$E[(Y_1-f(x))^2] \leq E[(Y_2-Y_1)^2]$

Published on 21 Oct 2021 - 0:43

83

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Why is the limit of backward martingale adapted to the intersection of sigma-fields?

Published on 22 Oct 2021 - 9:54

168

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Doob's maximal inequality and probability of the sup

Published on 12 Apr 2026 - 11:39

226

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Distribution of a stochastic process at a stopping time.

Published on 12 Apr 2026 - 20:02

645

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Azuma hoeffding inequality for supermartingale

Published on 26 Oct 2021 - 12:16

59

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Random Walk Martingale Solution

Published on 09 Apr 2026 - 4:43

446

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Martingale and Absorbing states in a Markov Chain

Published on 28 Oct 2021 - 6:53

345

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Exponential of the sum of independent random variables is martingale?

Published on 12 Apr 2026 - 16:04

267

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Applying Doob's Optional Stopping Theorem for a random walk

Published on 11 Apr 2026 - 22:28

949

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Showing that a stopping time is finite for a biased random walk.

Published on 11 Apr 2026 - 14:48

52

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An $\ell_p$ inequality for discrete martingales

Published on 12 Apr 2026 - 20:55

181

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How to prove $X_n =e^{aS_n-bn} \to 0$ a.s.(where $S_n$ is the sum of standard normal random variables)?

Published on 01 Apr 2026 - 12:51

List Question

Show that $\{X_n\}$ forms a martingale

Determining if process $Z$ is a martingale.

How to prove Dubin's inequality?

$E[(Y_1-f(x))^2] \leq E[(Y_2-Y_1)^2]$

Why is the limit of backward martingale adapted to the intersection of sigma-fields?

Doob's maximal inequality and probability of the sup

Distribution of a stochastic process at a stopping time.

Azuma hoeffding inequality for supermartingale

Random Walk Martingale Solution

Martingale and Absorbing states in a Markov Chain

Exponential of the sum of independent random variables is martingale?

Applying Doob's Optional Stopping Theorem for a random walk

Showing that a stopping time is finite for a biased random walk.

An $\ell_p$ inequality for discrete martingales

How to prove $X_n =e^{aS_n-bn} \to 0$ a.s.(where $S_n$ is the sum of standard normal random variables)?

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