List questions from martingales

Published on 22 Jun 2020 - 16:27

145

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expectation of product of martingales

Published on 22 Jun 2020 - 18:09

167

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Strategy to beat the casino with unlimited amount of money (Martingales)

Published on 25 Mar 2026 - 19:07

33

Views

Misunderstanding in Ito-formula proof.

Published on 24 Jun 2020 - 0:43

80

Views

Show $ \frac{1}{\sqrt{1+t}}e^{\frac{B_t^2(1+t)}{2}}$ is a martingale

Published on 24 Jun 2020 - 8:53

229

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Interpretation of martingales in graphs.

Published on 25 Mar 2026 - 19:04

43

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For any stopping time $\rho$, $\mathscr{F}_\rho$ is generated by $\cup_i \mathscr{F}_{\rho \wedge i}$

Published on 27 Mar 2026 - 17:53

433

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An example to be a local martingale but not a martingale

Published on 23 Feb 2026 - 8:24

169

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High probability range of chromatic number

Published on 27 Mar 2026 - 0:02

92

Views

Optimal stopping in sampling without replacement

Published on 25 Mar 2026 - 19:00

733

Views

Optional Stopping Theorem

Published on 27 Mar 2026 - 16:26

242

Views

Need for left limits in Stochastic Calculus theorems

Published on 29 Mar 2026 - 15:20

129

Views

Discrete martingale property of $\tilde{X}_t=X_t-\sum_{r=0}^{t-1}\frac{X_T-X_r}{T-r}$

Published on 29 Mar 2026 - 7:00

97

Views

Clarification regarding the outcome space of a stochastic process.

Published on 29 Mar 2026 - 15:21

348

Views

Is the product of two independent martingales necessarily a martingale?

Published on 12 Jul 2020 - 17:14

List Question

Expected value of product of dependent variables.

expectation of product of martingales

Strategy to beat the casino with unlimited amount of money (Martingales)

Misunderstanding in Ito-formula proof.

Show $ \frac{1}{\sqrt{1+t}}e^{\frac{B_t^2(1+t)}{2}}$ is a martingale

Interpretation of martingales in graphs.

For any stopping time $\rho$, $\mathscr{F}_\rho$ is generated by $\cup_i \mathscr{F}_{\rho \wedge i}$

An example to be a local martingale but not a martingale

High probability range of chromatic number

Optimal stopping in sampling without replacement

Optional Stopping Theorem

Need for left limits in Stochastic Calculus theorems

Discrete martingale property of $\tilde{X}_t=X_t-\sum_{r=0}^{t-1}\frac{X_T-X_r}{T-r}$

Clarification regarding the outcome space of a stochastic process.

Is the product of two independent martingales necessarily a martingale?

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