Question

20-sided dice 100 rounds game

score 1.6k · Answer 1 · 2026-03-26 06:33:52

1.6k

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20-sided dice 100 rounds game

Published on 26 Mar 2026 - 6:33

score 33 · Answer 2 · 2026-03-29 22:33:00

33

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The last visit chance of a biased random walk on a circle

Published on 29 Mar 2026 - 22:33

score 345 · Answer 3 · 2023-02-06 15:34:13

345

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Let $(M_t)$ be a continuous square-integrable martingale with independent increments. Is $t \mapsto \mathbb E[M_t^2]$ continuous?

Published on 06 Feb 2023 - 15:34

score 92 · Answer 4 · 2023-02-06 17:42:24

92

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Convergence of the moments of a square-integrable martingale with respect to time

Published on 06 Feb 2023 - 17:42

score 37 · Answer 5 · 2023-02-07 00:03:11

37

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The measurability in a proof of Doob’s martingale maximal inequalities

Published on 07 Feb 2023 - 0:03

score 80 · Answer 6 · 2023-02-07 02:07:24

80

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How the author uses MCT to complete his proof of Doob’s martingale maximal inequalities?

Published on 07 Feb 2023 - 2:07

score 30 · Answer 7 · 2023-02-07 10:47:45

30

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How is this step of simplification valid in a proof of martingale maximal inequality?

Published on 07 Feb 2023 - 10:47

score 124 · Answer 8 · 2023-02-07 12:00:22

124

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How $\int_1^{\infty} P[Y>t] dt \leq \frac 1 {\alpha -1}$ in this proof of martingale maximal inequality?

Published on 07 Feb 2023 - 12:00

score 27 · Answer 9 · 2023-02-07 22:09:12

27

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Does $X_t = M_t+V_t$ have to hold everywhere in the definition of a semi-martingale?

Published on 07 Feb 2023 - 22:09

score 56 · Answer 10 · 2023-02-08 00:15:57

56

Views

How the requirement of Itô's lemma is satisfied in this theorem about integration by parts?

Published on 08 Feb 2023 - 0:15

score 124 · Answer 11 · 2023-02-08 22:44:33

124

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Quadratic Variation of a Semimartingale and jumps

Published on 08 Feb 2023 - 22:44

score 89 · Answer 12 · 2023-02-09 10:31:52

89

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Why is the completeness of the filtration needed here?

Published on 09 Feb 2023 - 10:31

score 143 · Answer 13 · 2023-02-13 13:17:00

143

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Meaning of: A continuous martingale of finite varaition is almost surely constant

Published on 13 Feb 2023 - 13:17

score 53 · Answer 14 · 2026-02-23 10:01:22

53

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Proving that a Stochastic integral is a Martingale

Published on 23 Feb 2026 - 10:01

score 101 · Answer 15 · 2023-02-16 15:40:31

101

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Show that the following sequence is a martingale.

Published on 16 Feb 2023 - 15:40

List Question

20-sided dice 100 rounds game

The last visit chance of a biased random walk on a circle

Let $(M_t)$ be a continuous square-integrable martingale with independent increments. Is $t \mapsto \mathbb E[M_t^2]$ continuous?

Convergence of the moments of a square-integrable martingale with respect to time

The measurability in a proof of Doob’s martingale maximal inequalities

How the author uses MCT to complete his proof of Doob’s martingale maximal inequalities?

How is this step of simplification valid in a proof of martingale maximal inequality?

How $\int_1^{\infty} P[Y>t] dt \leq \frac 1 {\alpha -1}$ in this proof of martingale maximal inequality?

Does $X_t = M_t+V_t$ have to hold everywhere in the definition of a semi-martingale?

How the requirement of Itô's lemma is satisfied in this theorem about integration by parts?

Quadratic Variation of a Semimartingale and jumps

Why is the completeness of the filtration needed here?

Meaning of: A continuous martingale of finite varaition is almost surely constant

Proving that a Stochastic integral is a Martingale

Show that the following sequence is a martingale.

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