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15
Math.TechQA.Club
2026-03-24 20:31:54
986
Views
Show that a process is Brownian motion
Published on
24 Mar 2026 - 20:31
#probability-theory
#brownian-motion
#martingales
1.9k
Views
Laplace transform of hitting time of Brownian motion with drift
Published on
19 Mar 2026 - 19:38
#probability-theory
#martingales
#stochastic-analysis
#stopping-times
88
Views
Show that $\sup\limits_nE(n/(a+S_n))$ is finite, where $(S_n)$ is a random walk with positive steps
Published on
25 Mar 2026 - 1:20
#probability-theory
#inequality
#martingales
#random-walk
201
Views
Show that $\Bbb E[M_t|\mathcal F_s] = M_s $ for a martingale $M_t$.
Published on
25 Mar 2026 - 14:23
#conditional-expectation
#martingales
100
Views
Having trouble with this Martingale variation.
Published on
22 Mar 2026 - 14:40
#probability-theory
#martingales
317
Views
Doob's continuous martingale convergence theorem
Published on
18 Feb 2018 - 19:14
#real-analysis
#probability-theory
#proof-verification
#stochastic-processes
#martingales
347
Views
Maximum of Brownian Motion with drift
Published on
24 Mar 2026 - 20:32
#probability
#stochastic-calculus
#brownian-motion
#martingales
365
Views
Ito's formula for merely continuous functions
Published on
17 Mar 2026 - 11:46
#stochastic-calculus
#brownian-motion
#martingales
#weak-derivatives
303
Views
Why is this martingale? (Durrett 5.7.2)
Published on
22 Mar 2026 - 11:40
#probability
#proof-verification
#martingales
46
Views
How do I start this martingales problem?
Published on
22 Mar 2026 - 4:24
#probability
#analysis
#probability-theory
#stochastic-processes
#martingales
505
Views
Distribution of the Brownian motion at a stopping time
Published on
24 Mar 2026 - 23:46
#stochastic-processes
#brownian-motion
#martingales
#stopping-times
105
Views
On a property of a converging positive martingale
Published on
25 Mar 2026 - 11:16
#convergence-divergence
#conditional-expectation
#martingales
101
Views
Theory of integration with respect to a function, continuous martingales
Published on
24 Mar 2026 - 22:09
#integration
#measure-theory
#brownian-motion
#martingales
905
Views
sequence of stopping times
Published on
25 Mar 2026 - 7:49
#probability
#stochastic-processes
#stochastic-calculus
#martingales
614
Views
Compute the characteristic function of $\mathscr{A}_t$, Lévy's area
Published on
25 Mar 2026 - 9:12
#stochastic-processes
#stochastic-calculus
#martingales
#stochastic-analysis
#characteristic-functions
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