List questions from martingales

Published on 27 Mar 2026 - 5:34

45

Views

Confusion regarding the definition of a continuous time martingale

Published on 14 Jul 2020 - 4:53

365

Views

Variance of the exponential hitting time of a random walk

Published on 27 Mar 2026 - 18:09

568

Views

Central limit theorem for multi-dimensional martingale difference

Published on 27 Mar 2026 - 8:49

1.3k

Views

Doob's maximal inequality for supermartingale

Published on 16 Jul 2020 - 18:24

74

Views

Why implies L1 boundedness of a submartingale M that $M^+$ is also L1 bounded

Published on 17 Jul 2020 - 15:39

123

Views

Difference between backward martingales and martingales.

Published on 19 Jul 2020 - 7:06

57

Views

Check whether this stochastic process is a martingale

Published on 19 Jul 2020 - 14:26

113

Views

Martingale constructed from a random walk

Published on 29 Mar 2026 - 2:11

249

Views

Good problem books on martingales

Published on 01 Apr 2026 - 5:17

383

Views

Proof $Z_t = e^{-(a+\frac{b^2}{2})t +X_t}$ is a martingale

Published on 29 Mar 2026 - 3:27

133

Views

Convergence of martingales is a martingale

Published on 29 Mar 2026 - 4:41

509

Views

Show that a martingale $\{X_n\}$ is bounded in $L^2$ if and only if $EX_n^2<\infty$ for each $n$ and $\sum_{n\ge1}E(X_{n+1}-X_n)^2<\infty$

Published on 21 Jul 2020 - 21:37

806

Views

Intuition behind Doob's Optional Stopping theorem

Published on 27 Mar 2026 - 18:07

50

Views

Are these true for a martingale? $E\left[ \frac{X_{n+1}}{X_n} \right] = 1, E\left[ \frac{X_{n+2}}{X_n} \right] = 1 $

Published on 24 Jul 2020 - 5:47

List Question

martingale bounds.

Confusion regarding the definition of a continuous time martingale

Variance of the exponential hitting time of a random walk

Central limit theorem for multi-dimensional martingale difference

Doob's maximal inequality for supermartingale

Why implies L1 boundedness of a submartingale M that $M^+$ is also L1 bounded

Difference between backward martingales and martingales.

Check whether this stochastic process is a martingale

Martingale constructed from a random walk

Good problem books on martingales

Proof $Z_t = e^{-(a+\frac{b^2}{2})t +X_t}$ is a martingale

Convergence of martingales is a martingale

Show that a martingale $\{X_n\}$ is bounded in $L^2$ if and only if $EX_n^2<\infty$ for each $n$ and $\sum_{n\ge1}E(X_{n+1}-X_n)^2<\infty$

Intuition behind Doob's Optional Stopping theorem

Are these true for a martingale? $E\left[ \frac{X_{n+1}}{X_n} \right] = 1, E\left[ \frac{X_{n+2}}{X_n} \right] = 1 $

Trending Questions

Popular # Hahtags

Popular Questions