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15
Math.TechQA.Club
2026-03-26 16:06:43
263
Views
The closure of the elementary processes are the predictable processes
Published on
26 Mar 2026 - 16:06
#probability
#stochastic-calculus
#martingales
#stochastic-integrals
#stochastic-analysis
1k
Views
Why is $e^{W_t}$ not a martingale?
Published on
28 Mar 2026 - 6:48
#probability
#probability-theory
#brownian-motion
#martingales
42
Views
I'd like to know if these claims are true or false before attempting to prove them.
Published on
03 Jul 2019 - 21:31
#probability-theory
#soft-question
#martingales
667
Views
Product of independent Martingales with respect to natural filtration is a martingale.
Published on
03 Jul 2019 - 23:32
#probability-theory
#stochastic-processes
#conditional-expectation
#martingales
474
Views
Convergence of a stopped martingale to martingale at stopping time
Published on
25 Mar 2026 - 22:06
#probability-theory
#martingales
#probability-limit-theorems
340
Views
What is the meaning of the symbol " $ \vee $" in this case?
Published on
04 Jul 2019 - 1:20
#probability-theory
#measure-theory
#stochastic-processes
#martingales
56
Views
Itô formula's proof
Published on
26 Mar 2026 - 17:29
#martingales
#stochastic-integrals
#variance
#covariance
119
Views
Total variation of $N_t - \lambda t$
Published on
25 Mar 2026 - 5:00
#stochastic-processes
#martingales
#poisson-process
#total-variation
1k
Views
Integrated Brownian motion $\int_{0}^{t} W_s \, ds$ properties
Published on
28 Mar 2026 - 6:40
#probability
#probability-theory
#stochastic-processes
#brownian-motion
#martingales
55
Views
Hitting time of a time varying threshold
Published on
27 Mar 2026 - 0:02
#random-variables
#martingales
#random-walk
431
Views
Covariance of exponential integrated Brownian Motion
Published on
28 Mar 2026 - 6:40
#probability
#probability-theory
#stochastic-processes
#brownian-motion
#martingales
106
Views
martingale problem: $M_t = f(X_t) - \int_0^t A f(X_s) ds$, $t \geq 0$
Published on
25 Mar 2026 - 14:24
#stochastic-processes
#martingales
#markov-process
#stochastic-analysis
#semigroup-of-operators
803
Views
Martingales: why bother conditioning on the filtration when we can condition on random variables instead?
Published on
11 Jul 2019 - 7:30
#probability
#probability-theory
#conditional-expectation
#martingales
191
Views
Distance between SDE solutions with different initial values
Published on
25 Mar 2026 - 14:28
#stochastic-processes
#stochastic-calculus
#martingales
#stochastic-analysis
#stochastic-differential-equations
473
Views
Geometric Brownian motion, Itô formula
Published on
26 Mar 2026 - 16:10
#stochastic-calculus
#brownian-motion
#martingales
#stochastic-integrals
#stochastic-analysis
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