Question

An example of a submartingale $X=\{X_n\}$ such that $\{X_n^2\}$ is a supermartingale.

score 1.2k · Answer 1 · 2026-03-28 00:50:52

1.2k

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An example of a submartingale $X=\{X_n\}$ such that $\{X_n^2\}$ is a supermartingale.

Published on 28 Mar 2026 - 0:50

score 345 · Answer 2 · 2026-03-25 08:07:11

345

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What is the connection between regularity structure and rough path theory?

Published on 25 Mar 2026 - 8:07

score 51 · Answer 3 · 2026-04-01 03:49:19

51

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Pure Birth Process With Random Time

Published on 01 Apr 2026 - 3:49

score 33 · Answer 4 · 2019-02-27 02:16:49

33

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Density of polynomials in $C^{2,1}_{x,t}$

Published on 27 Feb 2019 - 2:16

score 442 · Answer 5 · 2026-02-23 02:48:21

442

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Second order derivatives in Ito formula for Brownian motion and local martingale

Published on 23 Feb 2026 - 2:48

score 74 · Answer 6 · 2026-03-26 17:31:18

74

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Definition Strong Markov property in Stroock/Varadhan

Published on 26 Mar 2026 - 17:31

score 1.2k · Answer 7 · 2026-03-30 01:44:51

1.2k

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Construct transition probability matrix for markov chain

Published on 30 Mar 2026 - 1:44

score 354 · Answer 8 · 2026-03-30 01:47:55

354

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Find Transition Probability Matrix of 7 Series of Game

Published on 30 Mar 2026 - 1:47

score 475 · Answer 9 · 2026-03-25 14:27:13

475

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Example of last hitting time failing to be a stopping time?

Published on 25 Mar 2026 - 14:27

score 66 · Answer 10 · 2019-02-28 16:48:26

66

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On the existence of the probability density of stochastic processes of the type $X_t = \sum_{i = 0}^{\infty} \phi^i W_{i-t} $.

Published on 28 Feb 2019 - 16:48

score 52 · Answer 11 · 2026-03-30 08:31:26

52

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Why causes stochastic processes to not repeat their samples of elements that do not depend on time?

Published on 30 Mar 2026 - 8:31

score 889 · Answer 12 · 2019-02-28 23:32:18

889

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How to calculate an unknown probability?

Published on 28 Feb 2019 - 23:32

score 38 · Answer 13 · 2026-03-25 03:21:24

38

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What is the usage of the fact that $Prob(X)$ is Polish if $X$ is Polish?

Published on 25 Mar 2026 - 3:21

score 219 · Answer 14 · 2026-03-26 04:51:40

219

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A Version of Fubini-Tonelli Theorem for Hilbert Space Valued Functions

Published on 26 Mar 2026 - 4:51

score 1.1k · Answer 15 · 2026-03-26 19:19:05

1.1k

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If a process consists of independent random variables can we say that it is a Markov chain?

Published on 26 Mar 2026 - 19:19

List Question

An example of a submartingale $X=\{X_n\}$ such that $\{X_n^2\}$ is a supermartingale.

What is the connection between regularity structure and rough path theory?

Pure Birth Process With Random Time

Density of polynomials in $C^{2,1}_{x,t}$

Second order derivatives in Ito formula for Brownian motion and local martingale

Definition Strong Markov property in Stroock/Varadhan

Construct transition probability matrix for markov chain

Find Transition Probability Matrix of 7 Series of Game

Example of last hitting time failing to be a stopping time?

On the existence of the probability density of stochastic processes of the type $X_t = \sum_{i = 0}^{\infty} \phi^i W_{i-t} $.

Why causes stochastic processes to not repeat their samples of elements that do not depend on time?

How to calculate an unknown probability?

What is the usage of the fact that $Prob(X)$ is Polish if $X$ is Polish?

A Version of Fubini-Tonelli Theorem for Hilbert Space Valued Functions

If a process consists of independent random variables can we say that it is a Markov chain?

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