List questions from martingales

Published on 15 Apr 2026 - 2:23

340

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Hardy's inequality proof using Doob's inquality

Published on 12 Apr 2026 - 8:05

44

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Predictable support of a thin optional random set is again a thin random set

Published on 12 Apr 2026 - 18:38

47

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Proof: for martingale that $E(X_{n\geq m}|F_m)=X_m$ (by induction).

Published on 14 Apr 2026 - 16:10

101

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About existence of martingale

Published on 11 Apr 2026 - 23:05

327

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Polya's urn martingale proof

Published on 13 Apr 2026 - 13:06

24

Views

Martingale difference sequence out of an arbitrary sequence by conditioning

Published on 26 Mar 2026 - 6:09

58

Views

If $\{Z_n, n \geq 1\}$ is a martingale show that, for $1 \leq k < n$. $E[Z_n|Z_1,...,Z_k] = Z_k$

Published on 15 Apr 2026 - 3:06

87

Views

A 'bouncy' stock is one that rises or falls by $10\%$ value everyday. If you purchase it at $100$ usd you must hold it for $100$ days. Buy or not?

Published on 14 Apr 2026 - 21:14

61

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Is sum of products of random variables is Martingale

Published on 08 Apr 2026 - 18:42

91

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Is there a connection between Brownian motion and Hermite polynomials?

Published on 10 Apr 2026 - 19:12

279

Views

Uniformly Integrable Random Variables are Uniformly Bounded Almost Everywhere?

Published on 14 Apr 2026 - 5:25

132

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How do I show that $Z_n$ is a martingale?

Published on 12 Apr 2026 - 13:51

32

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Filtration with same adaptable and predictable processes

Published on 13 Apr 2026 - 11:47

86

Views

Determine whether the stochastic process $Y_t=10+t^2+e^{W_t}$ is a martingale

Published on 19 Oct 2022 - 7:06

List Question

Calculate the expectation of $\tau$=inf{$n\in\mathbb{N}_0|\exists{k}\lt{n}:S_{k}\le-1, S_n=1$}

Hardy's inequality proof using Doob's inquality

Predictable support of a thin optional random set is again a thin random set

Proof: for martingale that $E(X_{n\geq m}|F_m)=X_m$ (by induction).

About existence of martingale

Polya's urn martingale proof

Martingale difference sequence out of an arbitrary sequence by conditioning

If $\{Z_n, n \geq 1\}$ is a martingale show that, for $1 \leq k < n$. $E[Z_n|Z_1,...,Z_k] = Z_k$

A 'bouncy' stock is one that rises or falls by $10\%$ value everyday. If you purchase it at $100$ usd you must hold it for $100$ days. Buy or not?

Is sum of products of random variables is Martingale

Is there a connection between Brownian motion and Hermite polynomials?

Uniformly Integrable Random Variables are Uniformly Bounded Almost Everywhere?

How do I show that $Z_n$ is a martingale?

Filtration with same adaptable and predictable processes

Determine whether the stochastic process $Y_t=10+t^2+e^{W_t}$ is a martingale

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