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15
Math.TechQA.Club
2026-03-25 20:08:38
63
Views
central limit theorem: what is the variance?
Published on
25 Mar 2026 - 20:08
#martingales
#covariance
#variance
#central-limit-theorem
104
Views
Find filtration and distribution for function of Wiener process
Published on
26 Mar 2026 - 22:52
#probability
#stochastic-processes
#stochastic-calculus
#brownian-motion
#martingales
98
Views
Conditional expectation of a bounded harmonic function
Published on
26 Mar 2026 - 6:26
#conditional-expectation
#martingales
#random-walk
#harmonic-functions
2.8k
Views
Prove Symmetric Random Walk is a Martingale
Published on
25 Mar 2026 - 16:01
#stochastic-processes
#martingales
#random-walk
#filtrations
85
Views
Function and local martingale
Published on
26 Mar 2026 - 20:19
#calculus
#functions
#martingales
#local-martingales
142
Views
Jumps of càdlàg martingale at predictable time
Published on
05 Feb 2019 - 12:16
#probability
#reference-request
#stochastic-processes
#martingales
427
Views
Distribution at First Time a Sum Reaches a Threshold
Published on
05 Feb 2019 - 15:15
#probability
#probability-theory
#probability-distributions
#recreational-mathematics
#martingales
207
Views
Doob decomposition for bounded submartingales
Published on
05 Feb 2019 - 20:31
#probability-theory
#stochastic-processes
#martingales
376
Views
quadratic variation of the solution to the martingale problem
Published on
22 Mar 2026 - 19:01
#markov-chains
#martingales
#quadratic-variation
35
Views
$\mathbb{E}[h(X_n, X_{n+1})(X_{n+1} - X_n)] = 0$ for any bounded, measurable $h$ if $X_n$ is a martingale
Published on
08 Feb 2019 - 14:34
#probability-theory
#measure-theory
#martingales
53
Views
$X$ is martingale
Published on
08 Feb 2019 - 18:00
#stochastic-processes
#stochastic-calculus
#martingales
95
Views
Coin game with variable bets - Anti Martingale system
Published on
09 Feb 2019 - 1:25
#probability
#statistics
#martingales
87
Views
gamblers fortune expectation[ith game winnings] = 0. Why?
Published on
09 Feb 2019 - 13:48
#martingales
#expected-value
348
Views
Minimum of Super Martingale and a Constant is Still a Super Martingale
Published on
12 Feb 2019 - 17:51
#probability-theory
#stochastic-processes
#random-variables
#martingales
57
Views
Calculate $Ea^{\tau}$ where $\tau=\inf\space[{n: X_1+...+X_n=1}]$
Published on
12 Feb 2019 - 19:22
#probability
#probability-theory
#martingales
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