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

score 739 · Answer 1 · 2026-04-11 10:18:57

739

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

Published on 11 Apr 2026 - 10:18

score 68 · Answer 2 · 2026-04-16 08:30:42

68

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The Analogy between Formal Definition of Martingales and Gambling

Published on 16 Apr 2026 - 8:30

score 536 · Answer 3 · 2026-04-11 07:13:46

536

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Proving Martingale for exponential Random walk

Published on 11 Apr 2026 - 7:13

score 335 · Answer 4 · 2026-04-29 12:51:08

335

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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 29 Apr 2026 - 12:51

score 322 · Answer 5 · 2026-04-29 12:43:45

322

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

Published on 29 Apr 2026 - 12:43

score 183 · Answer 6 · 2026-04-12 22:05:34

183

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

Published on 12 Apr 2026 - 22:05

score 183 · Answer 7 · 2026-04-11 18:02:58

183

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Simple random walk bounded below

Published on 11 Apr 2026 - 18:02

score 335 · Answer 8 · 2026-04-16 04:19:30

335

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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 16 Apr 2026 - 4:19

score 40 · Answer 9 · 2026-04-16 03:52:23

40

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

Published on 16 Apr 2026 - 3:52

score 838 · Answer 10 · 2026-04-15 05:35:27

838

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To prove that a Brownian motion is a martingale

Published on 15 Apr 2026 - 5:35

score 329 · Answer 11 · 2026-04-29 12:43:44

329

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

Published on 29 Apr 2026 - 12:43

score 723 · Answer 12 · 2026-04-14 04:19:36

723

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A coin tossing game which leads to a contradiction

Published on 14 Apr 2026 - 4:19

score 123 · Answer 13 · 2026-04-29 12:44:06

123

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

Published on 29 Apr 2026 - 12:44

score 311 · Answer 14 · 2026-05-05 14:53:03

311

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

Published on 05 May 2026 - 14:53

score 88 · Answer 15 · 2026-04-09 17:42:59

88

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Running maximal is a random variable

Published on 09 Apr 2026 - 17:42

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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