List questions from martingales

Published on 28 Mar 2026 - 0:47

32

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Subduality of Markov processes

Published on 26 Mar 2026 - 20:38

145

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$\mathbb F$-Martingale indexed on $\mathbb Q$ and left/right limit on $\mathbb R$ along $\mathbb Q$

Published on 01 Dec 2016 - 14:53

21.1k

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Proof that the exponential martingale is a Brownian Motion

Published on 02 Dec 2016 - 4:18

546

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Harmonic functions on $\mathbb{Z}^d$

Published on 27 Mar 2026 - 3:45

49

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Convergence of a markov chain to its absorbent state

Published on 07 Dec 2016 - 17:55

44

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On the maximum of a harmonic function on $\mathbb{Z}^d$

Published on 27 Mar 2026 - 5:37

57

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Is individual boundedness of the pre-visible process sufficient for the martingale transform of a martingale to be a martingale?

Published on 08 Dec 2016 - 2:08

235

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Show that $\inf\{s\geq 0\mid |M_s|\geq d\}$ is a stopping time.

Published on 27 Mar 2026 - 23:15

772

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Which function makes $f(t)\sin(W(t))$ a martingale?

Published on 29 Mar 2026 - 13:22

27

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Martingales of restricted model are given martingales of the complete model.

Published on 30 Mar 2026 - 1:52

1k

Views

Martingale from the symmetric random walk.

Published on 13 Dec 2016 - 11:12

2.4k

Views

Justification for why an Itô process is a martingale if and only if the drift is identically zero?

Published on 15 Dec 2016 - 16:43

373

Views

Convergence of a martingale using "elementary" arguments

Published on 15 Dec 2016 - 17:37

818

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Martingales: discrete time Vs continuous time

Published on 17 Dec 2016 - 14:04

List Question

Stopping time, why $E[S_{\nu}]=\mu E[\nu]$?

Subduality of Markov processes

$\mathbb F$-Martingale indexed on $\mathbb Q$ and left/right limit on $\mathbb R$ along $\mathbb Q$

Proof that the exponential martingale is a Brownian Motion

Harmonic functions on $\mathbb{Z}^d$

Convergence of a markov chain to its absorbent state

On the maximum of a harmonic function on $\mathbb{Z}^d$

Is individual boundedness of the pre-visible process sufficient for the martingale transform of a martingale to be a martingale?

Show that $\inf\{s\geq 0\mid |M_s|\geq d\}$ is a stopping time.

Which function makes $f(t)\sin(W(t))$ a martingale?

Martingales of restricted model are given martingales of the complete model.

Martingale from the symmetric random walk.

Justification for why an Itô process is a martingale if and only if the drift is identically zero?

Convergence of a martingale using "elementary" arguments

Martingales: discrete time Vs continuous time

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