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Integration by parts formula - vanishing covariance

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#integration #stochastic-calculus #martingales #stochastic-analysis
593
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Optional Stopping Theorem (continuous case) where stopping time is unbounded

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#martingales #stopping-times
146
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Boundedness for "optional stopping"-like equation

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#probability-theory #martingales #stopping-times
62
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What is the chance we flip the coin $10$ or more times?

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#probability #martingales #concentration-of-measure
366
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First exit time of Brownian motion

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#probability-theory #stochastic-processes #brownian-motion #martingales #stopping-times
65
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Is $\frac{1}{1+A}$ uniformly bounded process when $A$ is an increasing process with $A_0 = 0$?

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#real-analysis #probability #stochastic-processes #martingales
61
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concentration of sum of products of random Gaussian vectors

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#probability #martingales #concentration-of-measure
821
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Linearity of Quadratic Variation

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#probability #stochastic-processes #martingales #quadratic-variation
124
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continuity of martingales given by conditional expectations

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#stochastic-processes #martingales #filtrations
160
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Prove an extension of Exercise 5.5.7 in Durrett's "Probability Theory and Examples"

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#probability-theory #convergence-divergence #martingales
192
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In a discrete time process, how is a filtration generated by random variables?

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#real-analysis #probability-theory #statistics #stochastic-processes #martingales
41
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What is a nonegative submartingale?

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#probability #analysis #statistics #stochastic-processes #martingales
296
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probabilistic proof for Rademacher's theorem

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#probability-theory #conditional-probability #martingales
50
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Simple question on Martingale definition

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#stochastic-processes #random-variables #martingales #expected-value #filtrations
2.4k
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Martingale / local martingale : some confusion

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#probability #martingales

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