MATH
Login Or Sign up

List Question

15
215
Views

show integrability of random variable

Published on
#probability #probability-theory #measure-theory #martingales
2.4k
Views

Prove stochastic exponential to be a martingale

Published on
#probability #stochastic-processes #martingales #stochastic-integrals #stochastic-pde
55
Views

Martingale ganerated by random walk

Published on
#probability-theory #stochastic-processes #markov-chains #martingales #random-walk
2.8k
Views

Doob's decomposition of a submartingale

Published on
#probability-theory #stochastic-processes #conditional-expectation #martingales
485
Views

Expectation of stopping time for random walk with probability $\frac{1}{2}$.

Published on
#probability-theory #martingales #random-walk
197
Views

Can we say $Y_n$ is a martingale if the expectation is a constant?

Published on
#stochastic-processes #conditional-expectation #martingales #random-walk
163
Views

Almost sure convergence of martingale

Published on
#probability #conditional-expectation #martingales
926
Views

Application of the optional stopping theorem

Published on
#probability-theory #conditional-expectation #martingales
344
Views

Radon–Nikodym derivative with another variable is a martingale

Published on
#probability-theory #measure-theory #martingales #radon-nikodym
91
Views

Limiting r.v. for converging martingale

Published on
#probability #random-variables #martingales
93
Views

Pricing a contract that pays G at T>0

Published on
#probability-distributions #stochastic-processes #stochastic-calculus #martingales #finance
65
Views

Submartingale bounded difference

Published on
#stochastic-processes #martingales #borel-cantelli-lemmas
405
Views

constructing a zero-mean martingale $\to -\infty$ a.s.

Published on
#limits #probability-theory #martingales #independence #borel-cantelli-lemmas
133
Views

Issue with elementary exercise on martingales

Published on
#probability-theory #conditional-expectation #martingales
75
Views

Computing (or approximating) distribution of a compensated Poisson process?

Published on
#stochastic-processes #martingales #poisson-process

Trending Questions

Popular # Hahtags

geometry circles algebraic-number-theory functions real-analysis elementary-set-theory proof-verification proof-writing number-theory elementary-number-theory puzzle game-theory calculus multivariable-calculus partial-derivative complex-analysis logic set-theory second-order-logic homotopy-theory winding-number ordinary-differential-equations numerical-methods derivatives integration definite-integrals probability limits sequences-and-series algebra-precalculus

Popular Questions

Copyright © 2021 JogjaFile Inc.