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15
Math.TechQA.Club
2026-04-12 22:23:55
296
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Integral of a deterministic function with respect to a martingale is a martingale?
Published on
12 Apr 2026 - 22:23
#probability-theory
#stochastic-processes
#stochastic-calculus
#martingales
#stochastic-integrals
174
Views
Transforming a martingale into Brownian motion by integration
Published on
12 Apr 2026 - 20:59
#probability-theory
#stochastic-processes
#stochastic-calculus
#martingales
#stochastic-integrals
115
Views
A question from Martingale
Published on
10 Apr 2026 - 20:17
#real-analysis
#measure-theory
#martingales
107
Views
Upcrossings and Limits
Published on
09 Apr 2026 - 11:37
#probability-theory
#stochastic-processes
#brownian-motion
#martingales
75
Views
Finding the expectation of a stopping time
Published on
13 Apr 2026 - 14:52
#martingales
#stopping-times
#bernoulli-numbers
138
Views
Distribution of hitting time of Brownian motion
Published on
12 Apr 2026 - 4:27
#stochastic-processes
#brownian-motion
#martingales
104
Views
How to find $P( \exists n \geq 1~such~that~S_n=-8)$?
Published on
13 Apr 2026 - 17:57
#probability
#probability-theory
#martingales
102
Views
Showing martingale for Brownian motion
Published on
13 Apr 2026 - 2:51
#brownian-motion
#martingales
433
Views
Law of Large Numbers for Martingale Difference Sequences (in probability)
Published on
13 Apr 2026 - 21:45
#probability
#martingales
#law-of-large-numbers
399
Views
Expected value of minimum of hitting time of brownian motion.
Published on
11 Apr 2026 - 7:23
#probability-theory
#stochastic-processes
#brownian-motion
#martingales
#stopping-times
42
Views
Law of total expectation on product of RVs
Published on
12 Apr 2026 - 5:43
#conditional-probability
#conditional-expectation
#martingales
67
Views
proof verification: problem 1.3.24 from Shreve and Karatzas ii
Published on
13 Apr 2026 - 16:51
#probability
#solution-verification
#stochastic-processes
#martingales
#stopping-times
70
Views
How to show that $X_n$ fails to converge to $0$ in $\mathcal{L}_1$ as $ n \rightarrow \infty$?
Published on
12 Apr 2026 - 22:04
#probability-theory
#martingales
117
Views
How to show that $\sup_n(|X_n|) < \infty$?
Published on
13 Apr 2026 - 15:40
#probability-theory
#martingales
592
Views
Show that a local martingale is a true martingale if and only if it is a process of class DL
Published on
11 Apr 2026 - 22:30
#probability-theory
#martingales
#stopping-times
#local-martingales
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