List questions from martingales

Published on 18 Apr 2026 - 1:48

228

Views

Simple Martingale problem 1

Published on 10 May 2026 - 14:05

581

Views

Second Borel Cantelli lemma for martingales

Published on 29 Apr 2026 - 12:24

204

Views

Associativity of an integral against a function with finite variation

Published on 02 May 2026 - 23:53

101

Views

Proving an RV is a stopping time, and using this to find the conditions that another RV is martingale.

Published on 10 May 2026 - 12:42

249

Views

What is the Radon-Nikodym density $dP^∗ /d P$ of the unique $P^ ∗ ∼ P$ such that the discounted price $S^*_t := S_t /B_t$ is a $P^∗$-martingale

Published on 26 Apr 2026 - 2:37

179

Views

"Almost" a supermartingale

Published on 11 Apr 2026 - 13:22

123

Views

Underlying Random Variable of Conditional Expectation

Published on 29 Apr 2026 - 12:42

78

Views

Probability question and die rolling

Published on 29 Apr 2026 - 12:52

44

Views

To Show a Certain Martingale has Bounded Difference Property

Published on 16 Apr 2026 - 6:12

134

Views

A kind of martingale convergence theorem

Published on 16 Apr 2026 - 13:01

35

Views

$\sum E_{x} |V_k - V_{k-1}|I\{\tau_C \ge k\} = \sum E_x[|E[(V_k - V_{k-1})|\mathscr{F}_{k-1}]I\{\tau_C \ge k\}|]$ for a submartingale Markov chain.

Published on 15 Apr 2026 - 21:57

612

Views

Ito Integral Continuous Semimartingale Left Endpoint Riemann Sum

Published on 13 Apr 2026 - 9:56

223

Views

Random Walk on a Modified Binary Tree

Published on 12 Apr 2026 - 6:59

5.1k

Views

Prove that a martingale is uniformly integrable.

Published on 23 Apr 2026 - 7:24

List Question

Showing $P(S_m<m, \forall\ 1\leq m\leq n | S_n)=\max\{0, 1-S_n/n\}$

Simple Martingale problem 1

Second Borel Cantelli lemma for martingales

Associativity of an integral against a function with finite variation

Proving an RV is a stopping time, and using this to find the conditions that another RV is martingale.

What is the Radon-Nikodym density $dP^∗ /d P$ of the unique $P^ ∗ ∼ P$ such that the discounted price $S^*_t := S_t /B_t$ is a $P^∗$-martingale

"Almost" a supermartingale

Underlying Random Variable of Conditional Expectation

Probability question and die rolling

To Show a Certain Martingale has Bounded Difference Property

A kind of martingale convergence theorem

$\sum E_{x} |V_k - V_{k-1}|I\{\tau_C \ge k\} = \sum E_x[|E[(V_k - V_{k-1})|\mathscr{F}_{k-1}]I\{\tau_C \ge k\}|]$ for a submartingale Markov chain.

Ito Integral Continuous Semimartingale Left Endpoint Riemann Sum

Random Walk on a Modified Binary Tree

Prove that a martingale is uniformly integrable.

Trending Questions

Popular # Hahtags

Popular Questions