List questions from martingales

Published on 28 Mar 2026 - 14:25

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Comparison of stopped sub- and supermartingales when the future is discounted

Published on 27 Mar 2026 - 18:09

578

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Martingale Convergence Theorem

Published on 26 Mar 2026 - 6:19

640

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Exponential martingale, Lévy-process and stopping times, definition quesiton.

Published on 26 Mar 2026 - 7:58

195

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Doob's submartingale theorem

Published on 31 Mar 2026 - 10:33

29

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Why do they add addition $\mathbb{E} (s_1^-)<\infty$ when they have $\{ s_n, \mathcal{F}_n,n\ge 1\}$ be a submartingale?

Published on 16 Jul 2016 - 10:48

561

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Trying to understand $\mathbb E[X\mid \mathcal F]$ and Martingale concept

Published on 21 Jul 2016 - 12:37

89

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Is expectation finite almost surely or not almost surely?

Published on 24 Jul 2016 - 6:46

43

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Two notions of square-integrability

Published on 24 Jul 2016 - 10:47

36

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Proof that $\mathbb{E}(|y_n|) <\infty$?

Published on 24 Jul 2016 - 19:01

110

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Infinitely many Martingale Equivalent Measures:

Published on 27 Mar 2026 - 0:02

106

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Definition of martingales

Published on 01 Aug 2016 - 10:29

196

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Trouble understanding construction of quadratic variation of martingale

Published on 23 Feb 2026 - 6:39

1.5k

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Expected winning time in fair gambler's ruin problem using martingale

Published on 26 Mar 2026 - 2:54

8.9k

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Is every Markov Process a Martingale Process?

Published on 30 Mar 2026 - 3:50

List Question

Binomial exponent to be a Martingale process

Comparison of stopped sub- and supermartingales when the future is discounted

Martingale Convergence Theorem

Exponential martingale, Lévy-process and stopping times, definition quesiton.

Doob's submartingale theorem

Why do they add addition $\mathbb{E} (s_1^-)<\infty$ when they have $\{ s_n, \mathcal{F}_n,n\ge 1\}$ be a submartingale?

Trying to understand $\mathbb E[X\mid \mathcal F]$ and Martingale concept

Is expectation finite almost surely or not almost surely?

Two notions of square-integrability

Proof that $\mathbb{E}(|y_n|) <\infty$?

Infinitely many Martingale Equivalent Measures:

Definition of martingales

Trouble understanding construction of quadratic variation of martingale

Expected winning time in fair gambler's ruin problem using martingale

Is every Markov Process a Martingale Process?

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