List questions from martingales

Published on 15 Sep 2019 - 3:42

130

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Proofs of one optional sampling theorem in Ethier & Kurtz 1986

Published on 15 Sep 2019 - 14:02

281

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Shift of A martingale by A stopping time

Published on 26 Mar 2026 - 3:11

358

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Right continuity of Expectation of the Limit of a Right-Continuous Supermartingale Sequence

Published on 16 Sep 2019 - 3:22

160

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Is this function of a Brownian motion a martingale?

Published on 28 Mar 2026 - 20:57

66

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Is there a name for the norm on the martingale space or norms which arise in the same manner in general?

Published on 17 Sep 2019 - 4:52

166

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The martingales difference

Published on 17 Sep 2019 - 18:44

250

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What is an upperbound for the Expectation of the supremum of a submartingale?

Published on 28 Mar 2026 - 21:06

91

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Showing that Ito integrals of functions form martingales.

Published on 28 Mar 2026 - 20:59

104

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Question about bounded convergence theorem and martingale

Published on 28 Mar 2026 - 20:56

136

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Self-normalized martingale central limit theorem

Published on 26 Mar 2026 - 4:49

220

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Martingale CLT conditional variance normalization condition

Published on 28 Mar 2026 - 20:50

425

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Expected value and probability of stopping time

Published on 26 Mar 2026 - 4:50

72

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Why is it clear that $X_{n+1}$ is independent of $\sigma (X_{1},...,X_{n})$ for IID random variables

Published on 21 Sep 2019 - 21:32

407

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Covariation of product of local martingales

Published on 23 Feb 2026 - 2:59

List Question

The definition of $X_T$ for a martingale and stopping

Proofs of one optional sampling theorem in Ethier & Kurtz 1986

Shift of A martingale by A stopping time

Right continuity of Expectation of the Limit of a Right-Continuous Supermartingale Sequence

Is this function of a Brownian motion a martingale?

Is there a name for the norm on the martingale space or norms which arise in the same manner in general?

The martingales difference

What is an upperbound for the Expectation of the supremum of a submartingale?

Showing that Ito integrals of functions form martingales.

Question about bounded convergence theorem and martingale

Self-normalized martingale central limit theorem

Martingale CLT conditional variance normalization condition

Expected value and probability of stopping time

Why is it clear that $X_{n+1}$ is independent of $\sigma (X_{1},...,X_{n})$ for IID random variables

Covariation of product of local martingales

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