List questions from martingales

Published on 16 Apr 2026 - 9:24

37

Views

Hitting time estimate for Vector valued process

Published on 15 Apr 2026 - 14:01

103

Views

How to Apply Martingale Convergence Theorem to Standard Gaussian Random Variables?

Published on 13 Apr 2026 - 1:00

52

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Is $E[X_sX_t^2]=0 \,\,s<t$ for a MDS?

Published on 16 Apr 2026 - 8:42

142

Views

Supermartingale question

Published on 09 Apr 2026 - 0:03

44

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Does $(H \cdot X)$ being martingale imply $X$ is martingale?

Published on 12 Apr 2026 - 7:47

49

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Max of Product of Random Variables vs replacing one rv with its mean

Published on 17 Apr 2026 - 15:49

124

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Functional equation related to the supercritical Galton-Watson process

Published on 11 Apr 2026 - 5:34

35

Views

$ A \in \mathcal{F}_{m}$and$\mathbb{E}[x_m \mathbb{1}_{A}]= \mathbb{E}[X_n \mathbb{1}_{A}]$ for $m<n$ then $(X_n)_{n \in \mathbb{N}}$ is a martingale

Published on 16 Apr 2026 - 21:47

178

Views

Discounted GBM being a martingale

Published on 13 Apr 2026 - 14:00

187

Views

How can I show that $(f(X_n))_n$ is a martingale?

Published on 13 Apr 2026 - 17:48

90

Views

A bound for martingale difference

Published on 15 Apr 2026 - 13:10

195

Views

finite variation process

Published on 09 Apr 2026 - 17:21

509

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what if the square of a martingale is still a martingale?

Published on 12 Apr 2026 - 4:39

160

Views

A version of Kazamaki's condition

Published on 15 Apr 2026 - 6:06

List Question

Determine $(a_n)_n$ and $(b_n)_n$ such that $(S_n^2-a_nS_n-b_n)_{n \ge 0}$ is a martingale

Hitting time estimate for Vector valued process

How to Apply Martingale Convergence Theorem to Standard Gaussian Random Variables?

Is $E[X_sX_t^2]=0 \,\,s<t$ for a MDS?

Supermartingale question

Does $(H \cdot X)$ being martingale imply $X$ is martingale?

Max of Product of Random Variables vs replacing one rv with its mean

Functional equation related to the supercritical Galton-Watson process

$ A \in \mathcal{F}_{m}$and$\mathbb{E}[x_m \mathbb{1}_{A}]= \mathbb{E}[X_n \mathbb{1}_{A}]$ for $m<n$ then $(X_n)_{n \in \mathbb{N}}$ is a martingale

Discounted GBM being a martingale

How can I show that $(f(X_n))_n$ is a martingale?

A bound for martingale difference

finite variation process

what if the square of a martingale is still a martingale?

A version of Kazamaki's condition

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