List questions from martingales

Published on 26 Mar 2026 - 8:04

1.1k

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Logarithm of Brownian Motion - local martingale but not martingale.

Published on 30 Mar 2026 - 5:13

872

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Almost surely convergence for a martingale

Published on 18 Dec 2016 - 18:17

129

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limes of martingale given quadratic variation

Published on 23 Feb 2026 - 8:39

132

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martingale question 3

Published on 19 Dec 2016 - 20:05

2.4k

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Product of i.i.d r.v. is Martingale?

Published on 20 Dec 2016 - 20:27

84

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Is it a martingale?

Published on 01 Apr 2026 - 18:56

310

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Martingale, Filtration of $\sigma$ -Fields and Conditional Expectation

Published on 26 Dec 2016 - 14:20

926

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Coin toss, conditional expectation martingale question

Published on 27 Dec 2016 - 11:20

644

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Determine when the process $\exp(\lambda t + \sigma W(t))$ is a sub- or a supermartingale

Published on 27 Dec 2016 - 16:05

820

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Optional sampling theorem with possibly infinite stopping times

Published on 27 Mar 2026 - 23:14

3.7k

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How to show the following process is a local martingale but not a martingale?

Published on 30 Dec 2016 - 21:36

58

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Proof reference for the following theorem

Published on 29 Mar 2026 - 14:55

24

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Technical support of intuitive understanding concerning information and prediction

Published on 03 Jan 2017 - 13:50

121

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Question on the proof that the set of martingale $M$ s.t. $\mathbb E M_1^2<\infty $ is a normed space. (but its linear algebra)

Published on 03 Jan 2017 - 17:51

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Martingales in Ruin Theory - Crámer-Loundberg model

Logarithm of Brownian Motion - local martingale but not martingale.

Almost surely convergence for a martingale

limes of martingale given quadratic variation

martingale question 3

Product of i.i.d r.v. is Martingale?

Is it a martingale?

Martingale, Filtration of $\sigma$ -Fields and Conditional Expectation

Coin toss, conditional expectation martingale question

Determine when the process $\exp(\lambda t + \sigma W(t))$ is a sub- or a supermartingale

Optional sampling theorem with possibly infinite stopping times

How to show the following process is a local martingale but not a martingale?

Proof reference for the following theorem

Technical support of intuitive understanding concerning information and prediction

Question on the proof that the set of martingale $M$ s.t. $\mathbb E M_1^2<\infty $ is a normed space. (but its linear algebra)

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