List questions from martingales

Published on 22 Dec 2019 - 23:06

191

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Itô for a pure jump martingale and preservable quadratic variation as compensator of quadratic variation

Published on 23 Feb 2026 - 4:57

122

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Questions Concerning Martingales and Uniform Integrability

Published on 24 Dec 2019 - 8:50

140

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Martingale assumption

Published on 24 Dec 2019 - 14:08

261

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Martingale - integrability condition

Published on 25 Dec 2019 - 10:59

288

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When is a polynomial of an unbiased random walk a martingale?

Published on 28 Mar 2026 - 0:30

327

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Proving inequality for a supermartingale

Published on 26 Dec 2019 - 21:35

46

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Optional stopping theorem question

Published on 27 Dec 2019 - 3:20

325

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Prove martingale $X$ times indicator function of $X$ is a martingale

Published on 27 Dec 2019 - 16:29

1.1k

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Brownian motion an stopping time expectation

Published on 26 Mar 2026 - 19:37

2k

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Square integrable martingale

Published on 27 Dec 2019 - 21:28

1.9k

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Help understanding the definition of a "filtration" in probability theory

Published on 26 Mar 2026 - 2:56

74

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Prove that $\mathbb{P}(T_y < \infty) = \frac{a}{y}$

Published on 26 Mar 2026 - 21:34

373

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How can the expectation of a martingale be a random variable

Published on 29 Dec 2019 - 10:32

82

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Step in the proof of martingale condition

Published on 26 Mar 2026 - 23:09

List Question

Finding $\limsup$ of a Brownian motion function

Itô for a pure jump martingale and preservable quadratic variation as compensator of quadratic variation

Questions Concerning Martingales and Uniform Integrability

Martingale assumption

Martingale - integrability condition

When is a polynomial of an unbiased random walk a martingale?

Proving inequality for a supermartingale

Optional stopping theorem question

Prove martingale $X$ times indicator function of $X$ is a martingale

Brownian motion an stopping time expectation

Square integrable martingale

Help understanding the definition of a "filtration" in probability theory

Prove that $\mathbb{P}(T_y < \infty) = \frac{a}{y}$

How can the expectation of a martingale be a random variable

Step in the proof of martingale condition

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