Question

Convergence of total quadratic variation to predictable quadratic variation for continuous martingales: proof clarification.

score 44 · Answer 1 · 2026-04-13 07:34:13

44

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Convergence of total quadratic variation to predictable quadratic variation for continuous martingales: proof clarification.

Published on 13 Apr 2026 - 7:34

score 102 · Answer 2 · 2026-04-11 16:58:02

102

Views

Probability that a biased 1-d random walk hits a number before another

Published on 11 Apr 2026 - 16:58

score 189 · Answer 3 · 2026-04-14 17:57:41

189

Views

Expected number of steps before 1-d biased random walk hits a number, given it's before another number

Published on 14 Apr 2026 - 17:57

score 32 · Answer 4 · 2026-04-15 03:02:11

32

Views

martingale proposition-more lated to conditional expectation-looking for details operations

Published on 15 Apr 2026 - 3:02

score 290 · Answer 5 · 2026-04-13 12:44:42

290

Views

Distribution and Martingale in Polya's urn

Published on 13 Apr 2026 - 12:44

score 205 · Answer 6 · 2026-03-27 16:47:55

205

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David Williams' Exercise 4.5 $\mathbb{P}(\text{limsup}(\frac{X_n}{\sqrt{2\log{n}}})\leq1)=1$

Published on 27 Mar 2026 - 16:47

score 59 · Answer 7 · 2022-09-07 14:11:30

59

Views

$E[X_t-X_{t+1}|F_t]=[X_t-X_{t+1}|X_0,...,X_t]?$

Published on 07 Sep 2022 - 14:11

score 168 · Answer 8 · 2026-04-13 12:31:48

168

Views

Martingale that is not a Markov process: one technical issue in existing examples.

Published on 13 Apr 2026 - 12:31

score 110 · Answer 9 · 2026-04-08 12:03:30

110

Views

Dice Problem, optimal stopping

Published on 08 Apr 2026 - 12:03

score 24 · Answer 10 · 2026-04-15 01:18:15

24

Views

Show{$(X_n^{'},B_n), n\ge 0$} is again a positive supermartingale.

Published on 15 Apr 2026 - 1:18

score 43 · Answer 11 · 2026-04-13 18:41:08

43

Views

Maximal inequality regarding the empirical distribution function

Published on 13 Apr 2026 - 18:41

score 39 · Answer 12 · 2026-04-12 16:18:44

39

Views

Show process is a martingale

Published on 12 Apr 2026 - 16:18

score 162 · Answer 13 · 2026-04-14 05:20:19

162

Views

Prove random variable is in a set a.s and determine its distribution

Published on 14 Apr 2026 - 5:20

score 105 · Answer 14 · 2026-04-14 08:45:14

105

Views

If $E[Y|X]=X$ and $Z$ independent of $(X,Y)$, what is the conditional distribution of $E[Y|X,X+Y+Z]$ given $(X,Y)$?

Published on 14 Apr 2026 - 8:45

score 60 · Answer 15 · 2022-09-22 19:46:43

60

Views

Proving a claim that $Z_n = \max\{(X_n^{(1)})^2, X_n^{(2)}\}$ is a submartingale

Published on 22 Sep 2022 - 19:46

List Question

Convergence of total quadratic variation to predictable quadratic variation for continuous martingales: proof clarification.

Probability that a biased 1-d random walk hits a number before another

Expected number of steps before 1-d biased random walk hits a number, given it's before another number

martingale proposition-more lated to conditional expectation-looking for details operations

Distribution and Martingale in Polya's urn

David Williams' Exercise 4.5 $\mathbb{P}(\text{limsup}(\frac{X_n}{\sqrt{2\log{n}}})\leq1)=1$

$E[X_t-X_{t+1}|F_t]=[X_t-X_{t+1}|X_0,...,X_t]?$

Martingale that is not a Markov process: one technical issue in existing examples.

Dice Problem, optimal stopping

Show{$(X_n^{'},B_n), n\ge 0$} is again a positive supermartingale.

Maximal inequality regarding the empirical distribution function

Show process is a martingale

Prove random variable is in a set a.s and determine its distribution

If $E[Y|X]=X$ and $Z$ independent of $(X,Y)$, what is the conditional distribution of $E[Y|X,X+Y+Z]$ given $(X,Y)$?

Proving a claim that $Z_n = \max\{(X_n^{(1)})^2, X_n^{(2)}\}$ is a submartingale

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