List questions from martingales

Published on 28 Mar 2026 - 12:34

35

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Martingales and two-period stock model

Published on 09 Apr 2020 - 23:59

104

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Conditional expectation in Black Scholes Model

Published on 10 Apr 2020 - 9:00

150

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Does this martingale converge in $L^2$

Published on 11 Apr 2020 - 17:56

132

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d-dimensional Brownian Motion

Published on 23 Feb 2026 - 6:16

333

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If a martingale $(M_n)$ has uniformly bounded $p^{th}$ moment, then it's uniformly integrable.

Published on 13 Apr 2020 - 13:04

475

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Markov Chain from Martingale

Published on 14 Apr 2020 - 3:56

1.5k

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Likelihood Ratio Martingales

Published on 15 Apr 2020 - 2:04

466

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Centered stochastic process with independent increments is a martingale

Published on 16 Apr 2020 - 16:46

555

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Proof of Supermartingale Convergence Theorem

Published on 29 Mar 2026 - 12:40

87

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How to show $\mathbb E U_{\nu^}=\mathbb E U_0 \implies \forall n \in \mathbb N: \mathbb E U_{\nu^ \wedge n}=\mathbb E U_0$ in Snell envelope?

Published on 27 Mar 2026 - 11:46

756

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Martingale increment proof and conditional expectation

Published on 18 Apr 2020 - 20:29

85

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example of stochastic integral

Published on 28 Mar 2026 - 13:32

179

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What is $(X_{m}^{n, x})_{n \leq m \leq N}$ in lecture note Optimal Stopping and American Options by Damien Lamberton?

Published on 19 Apr 2020 - 15:48

507

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Almost sure convergence implies uniform integrability (Submartingales)

Published on 26 Mar 2026 - 4:30

List Question

Tail bound on an asymmetric simple random walk hitting time

Martingales and two-period stock model

Conditional expectation in Black Scholes Model

Does this martingale converge in $L^2$

d-dimensional Brownian Motion

If a martingale $(M_n)$ has uniformly bounded $p^{th}$ moment, then it's uniformly integrable.

Markov Chain from Martingale

Likelihood Ratio Martingales

Centered stochastic process with independent increments is a martingale

Proof of Supermartingale Convergence Theorem

How to show $\mathbb E U_{\nu^}=\mathbb E U_0 \implies \forall n \in \mathbb N: \mathbb E U_{\nu^ \wedge n}=\mathbb E U_0$ in Snell envelope?

Martingale increment proof and conditional expectation

example of stochastic integral

What is $(X_{m}^{n, x})_{n \leq m \leq N}$ in lecture note Optimal Stopping and American Options by Damien Lamberton?

Almost sure convergence implies uniform integrability (Submartingales)

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