List questions from martingales

Published on 17 Feb 2017 - 11:30

277

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Maximum of submartingales

Published on 18 Feb 2017 - 21:31

367

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Uniformly $L^p$ continuous local martingale

Published on 23 Feb 2026 - 10:01

1.6k

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Show that T is a stopping time

Published on 20 Feb 2017 - 9:22

197

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Showing $E(X_T ^2)\le E([X]_T)$ for bounded stopping times $T$

Published on 23 Feb 2026 - 8:38

60

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Prove that this is a Martingale

Published on 20 Feb 2017 - 11:15

852

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MGF for Stopping Time

Published on 28 Mar 2026 - 5:45

341

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Finding a constant so that this is a martingale

Published on 21 Feb 2017 - 15:56

311

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Any sequence of r.v.s $\{X_n\}$ s.t. all $X_n\in L^1$ is a sum of a supermartingale and a submartingale

Published on 22 Feb 2017 - 3:10

1.2k

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quadratic variation of Brownian motion $B(t)$.

Published on 23 Feb 2017 - 22:36

176

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Application of Martingale Convergence Theorem

Published on 30 Mar 2026 - 8:31

1.2k

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Proving a sequence is a martingale

Published on 29 Mar 2026 - 19:09

2.5k

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Explaining Ito's Lemma

Published on 26 Feb 2017 - 9:45

196

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Intuitively, why does stopping a driftless process result in a driftless process (i.e., why is a stopped martingale still a martingale)?

Published on 28 Mar 2026 - 5:59

651

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Proof for moment estimates of Ito Stochastic Differential Equation

Published on 30 Mar 2026 - 8:37

List Question

Uniform martingale convergence of Radon-Nikodym derivatives of a convex set of probabilities

Maximum of submartingales

Uniformly $L^p$ continuous local martingale

Show that T is a stopping time

Showing $E(X_T ^2)\le E([X]_T)$ for bounded stopping times $T$

Prove that this is a Martingale

MGF for Stopping Time

Finding a constant so that this is a martingale

Any sequence of r.v.s $\{X_n\}$ s.t. all $X_n\in L^1$ is a sum of a supermartingale and a submartingale

quadratic variation of Brownian motion $B(t)$.

Application of Martingale Convergence Theorem

Proving a sequence is a martingale

Explaining Ito's Lemma

Intuitively, why does stopping a driftless process result in a driftless process (i.e., why is a stopped martingale still a martingale)?

Proof for moment estimates of Ito Stochastic Differential Equation

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