Question

Optional sampling theorem for bounded stopping time for a right continuous-submartingale

score 737 · Answer 1 · 2026-03-25 12:46:24

737

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Optional sampling theorem for bounded stopping time for a right continuous-submartingale

Published on 25 Mar 2026 - 12:46

score 65 · Answer 2 · 2018-03-04 05:51:23

65

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The Analogy between Formal Definition of Martingales and Gambling

Published on 04 Mar 2018 - 5:51

score 534 · Answer 3 · 2026-03-25 11:12:22

534

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Proving Martingale for exponential Random walk

Published on 25 Mar 2026 - 11:12

score 332 · Answer 4 · 2026-03-25 14:22:31

332

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Why is $E[\ \sup_{ 0\leq u \leq t } |X_u|\ ]<\infty$ where $X$ is a right continuous submartingale?

Published on 25 Mar 2026 - 14:22

score 316 · Answer 5 · 2026-03-22 22:49:20

316

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Martingale property of a stochastic integral w.r.t. a local martingale.

Published on 22 Mar 2026 - 22:49

score 180 · Answer 6 · 2018-03-07 02:54:31

180

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How to get the following upper and lower bounds of $E[\sup_{n\geq 0} M_n]$?

Published on 07 Mar 2018 - 2:54

score 179 · Answer 7 · 2026-03-25 14:19:30

179

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Simple random walk bounded below

Published on 25 Mar 2026 - 14:19

score 332 · Answer 8 · 2018-03-07 12:16:20

332

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On the proof that, for every $L^2$-bounded continuous martingale $M$ starting at $0$, the martingale $M^2-[M]$ is uniformly integrable

Published on 07 Mar 2018 - 12:16

score 37 · Answer 9 · 2018-03-07 12:59:54

37

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Construction of a (super/sub-)martingale which converges

Published on 07 Mar 2018 - 12:59

score 836 · Answer 10 · 2026-03-25 01:16:27

836

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To prove that a Brownian motion is a martingale

Published on 25 Mar 2026 - 1:16

score 323 · Answer 11 · 2026-03-23 10:19:22

323

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Is it true that every continuous local martingale is a true martingale

Published on 23 Mar 2026 - 10:19

score 721 · Answer 12 · 2026-03-25 03:02:09

721

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A coin tossing game which leads to a contradiction

Published on 25 Mar 2026 - 3:02

score 121 · Answer 13 · 2026-03-25 01:17:24

121

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Question about a particular limit in proof of Ito's lemma

Published on 25 Mar 2026 - 1:17

score 308 · Answer 14 · 2026-03-25 07:44:42

308

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Given $dX_t = W_t^2dW_t$, and $Y_t= X_t^2$, is $Y_t$ a martingale?

Published on 25 Mar 2026 - 7:44

score 84 · Answer 15 · 2018-03-19 13:15:09

84

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Running maximal is a random variable

Published on 19 Mar 2018 - 13:15

List Question

Optional sampling theorem for bounded stopping time for a right continuous-submartingale

The Analogy between Formal Definition of Martingales and Gambling

Proving Martingale for exponential Random walk

Why is $E[\ \sup_{ 0\leq u \leq t } |X_u|\ ]<\infty$ where $X$ is a right continuous submartingale?

Martingale property of a stochastic integral w.r.t. a local martingale.

How to get the following upper and lower bounds of $E[\sup_{n\geq 0} M_n]$?

Simple random walk bounded below

On the proof that, for every $L^2$-bounded continuous martingale $M$ starting at $0$, the martingale $M^2-[M]$ is uniformly integrable

Construction of a (super/sub-)martingale which converges

To prove that a Brownian motion is a martingale

Is it true that every continuous local martingale is a true martingale

A coin tossing game which leads to a contradiction

Question about a particular limit in proof of Ito's lemma

Given $dX_t = W_t^2dW_t$, and $Y_t= X_t^2$, is $Y_t$ a martingale?

Running maximal is a random variable

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