List questions from martingales

Published on 23 Feb 2026 - 6:41

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Deterministic quadratic variation for gaussian martingale process

Published on 30 Oct 2016 - 20:24

109

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$M_t=B_{tX}$ is a local martingale?

Published on 30 Oct 2016 - 20:50

219

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Prove a given sequence is a Martingale

Published on 01 Apr 2026 - 2:05

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If $M$ is a local martingale and $τ_k^n$ is a stopping time, then $t↦\sum_{k∈ℕ}M_{τ_{k-1}^n}\left(M_{τ_k^n∧t}-M_{τ_{k-1}^n∧t}\right)$ is a martingale

Published on 23 Feb 2026 - 8:28

58

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Martingales: how can I prove the third condition?

Published on 26 Mar 2026 - 9:40

646

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Properties of a cadlag continuous martingale

Published on 02 Nov 2016 - 18:09

162

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Optional stopping theorem clarification, the "martingale property"

Published on 03 Nov 2016 - 10:56

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Random walk that is not bounded in $L^1(P)$

Published on 26 Mar 2026 - 12:34

34

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Is it random variable?

Published on 27 Mar 2026 - 21:33

626

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For a multiplicative Martingale of independent, non-negative RV with mean 1, given $E(M_\infty)=1 \implies \prod E(\sqrt{X_k})>0$

Published on 29 Mar 2026 - 13:47

81

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Discrete martingales in $L^p$

Published on 26 Mar 2026 - 6:20

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Prove $E|Y_n^2 - n|$ is finite

Published on 01 Apr 2026 - 5:09

307

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Enlarging the filtration breaks the martingale property

Published on 26 Mar 2026 - 7:58

123

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Extend the definition of martingale to nonnegative random variables.

Published on 08 Nov 2016 - 9:55

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Question on the proof of the existence of the covariation presented in the book of Kallenberg

Deterministic quadratic variation for gaussian martingale process

$M_t=B_{tX}$ is a local martingale?

Prove a given sequence is a Martingale

If $M$ is a local martingale and $τ_k^n$ is a stopping time, then $t↦\sum_{k∈ℕ}M_{τ_{k-1}^n}\left(M_{τ_k^n∧t}-M_{τ_{k-1}^n∧t}\right)$ is a martingale

Martingales: how can I prove the third condition?

Properties of a cadlag continuous martingale

Optional stopping theorem clarification, the "martingale property"

Random walk that is not bounded in $L^1(P)$

Is it random variable?

For a multiplicative Martingale of independent, non-negative RV with mean 1, given $E(M_\infty)=1 \implies \prod E(\sqrt{X_k})>0$

Discrete martingales in $L^p$

Prove $E|Y_n^2 - n|$ is finite

Enlarging the filtration breaks the martingale property

Extend the definition of martingale to nonnegative random variables.

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