List questions from martingales

Published on 25 Mar 2026 - 7:47

397

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Martingale to compute expected value

Published on 26 Mar 2026 - 2:52

580

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Stopped $L^2$ - martingale is again $L^2$ integrable

Published on 25 Mar 2026 - 0:06

207

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Is martingale solution equivalent to weak solution for SDE driven by stable process

Published on 25 Mar 2026 - 17:29

129

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Show that $X_n$ converge a.s

Published on 25 Mar 2026 - 21:46

350

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Martigale of Gambler's Ruin

Published on 16 Apr 2018 - 14:50

226

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Martingale related to exponential martingale

Published on 25 Mar 2026 - 10:54

51

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computational attempt on symmetric random walk

Published on 17 Apr 2018 - 13:43

344

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Why the Brownian motion stopped at the local time is a martingale?

Published on 19 Mar 2026 - 22:06

44

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Question regarding the martingale property $E[X_{t}]=E[X_{0}]$ for all $t\ge 0$

Published on 19 Apr 2018 - 19:45

66

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find 2 local martingales M(t) and N(t) such that M(T)=N(T),but for t<T,M(t) $\ne$ N(t)

Published on 22 Mar 2026 - 20:41

60

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If $X$ is a continuous local martingale, show that $\int_0^\cdot\frac{|X_{s+\epsilon}-X_s|^2}\epsilon\:{\rm d}s\to[X]$ uniformly in probability

Published on 19 Mar 2026 - 17:23

34

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understanding a gambling strategy diagram

Published on 21 Apr 2018 - 4:59

58

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gambling strategy diagram

Published on 24 Mar 2026 - 22:10

58

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Show that $E[M_{\tau}] = E[M_{m}]$ where $\tau = a 1_{A} + b 1_{A^{C}}$

Published on 24 Mar 2026 - 22:12

List Question

Brownian Motions and Martingales

Martingale to compute expected value

Stopped $L^2$ - martingale is again $L^2$ integrable

Is martingale solution equivalent to weak solution for SDE driven by stable process

Show that $X_n$ converge a.s

Martigale of Gambler's Ruin

Martingale related to exponential martingale

computational attempt on symmetric random walk

Why the Brownian motion stopped at the local time is a martingale?

Question regarding the martingale property $E[X_{t}]=E[X_{0}]$ for all $t\ge 0$

find 2 local martingales M(t) and N(t) such that M(T)=N(T),but for t<T,M(t) $\ne$ N(t)

If $X$ is a continuous local martingale, show that $\int_0^\cdot\frac{|X_{s+\epsilon}-X_s|^2}\epsilon\:{\rm d}s\to[X]$ uniformly in probability

understanding a gambling strategy diagram

gambling strategy diagram

Show that $E[M_{\tau}] = E[M_{m}]$ where $\tau = a 1_{A} + b 1_{A^{C}}$

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