Question

On the proof that, for every $L^2$-bounded continuous martingale $M$ starting at $0$, the martingale $M^2-[M]$ is uniformly integrable

score 333 · Answer 1 · 2026-03-26 03:01:44

333

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On the proof that, for every $L^2$-bounded continuous martingale $M$ starting at $0$, the martingale $M^2-[M]$ is uniformly integrable

Published on 26 Mar 2026 - 3:01

score 224 · Answer 2 · 2026-03-25 03:00:31

224

Views

Inductive definition of a random walk?

Published on 25 Mar 2026 - 3:00

score 113 · Answer 3 · 2018-03-07 21:46:21

113

Views

$X_{n+1} = \phi_{n+1}(X_n, Y_{n+1})$ yields a Markov chain

Published on 07 Mar 2018 - 21:46

score 1.2k · Answer 4 · 2018-03-08 04:10:54

1.2k

Views

The expected waiting time for a bus that comes each c minutes

Published on 08 Mar 2018 - 4:10

score 127 · Answer 5 · 2026-03-23 02:16:03

127

Views

Understanding M/M/1 queue simulation

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score 33 · Answer 6 · 2026-03-25 12:48:44

33

Views

Wiener processes, change of basis

Published on 25 Mar 2026 - 12:48

score 683 · Answer 7 · 2026-03-25 03:03:12

683

Views

Number of times the random walk hits zero before a stopping time

Published on 25 Mar 2026 - 3:03

score 167 · Answer 8 · 2026-03-25 07:48:19

167

Views

Find $E[N(s) \mid N(t) = 4]$ for $s < t$, where $N(t)$ is a Poisson process

Published on 25 Mar 2026 - 7:48

score 147 · Answer 9 · 2026-03-25 11:16:01

147

Views

How to solve the SDE $dB_t = r_tB_tdt$ when $r_t$ is stochastic?

Published on 25 Mar 2026 - 11:16

score 2.5k · Answer 10 · 2026-03-25 01:18:44

2.5k

Views

Some questions on the details of an integration of Brownian Motion Against itself

Published on 25 Mar 2026 - 1:18

score 22 · Answer 11 · 2026-03-25 08:01:49

22

Views

Given $28$ births according to Poisson process in February, find the distribution of births on $4$ Mondays

Published on 25 Mar 2026 - 8:01

score 114 · Answer 12 · 2018-03-12 16:29:19

114

Views

Can a random variable be viewed as a stochastic process where at any moment in time the distribution is independent of others and the same as others?

Published on 12 Mar 2018 - 16:29

score 519 · Answer 13 · 2018-03-12 18:54:52

519

Views

Definition of semimartingale in Protter's book

Published on 12 Mar 2018 - 18:54

score 323 · Answer 14 · 2026-03-23 10:19:22

323

Views

Is it true that every continuous local martingale is a true martingale

Published on 23 Mar 2026 - 10:19

score 28 · Answer 15 · 2026-03-25 07:58:37

28

Views

Can jump intensity be unknown at time t?

Published on 25 Mar 2026 - 7:58

List Question

On the proof that, for every $L^2$-bounded continuous martingale $M$ starting at $0$, the martingale $M^2-[M]$ is uniformly integrable

Inductive definition of a random walk?

$X_{n+1} = \phi_{n+1}(X_n, Y_{n+1})$ yields a Markov chain

The expected waiting time for a bus that comes each c minutes

Understanding M/M/1 queue simulation

Wiener processes, change of basis

Number of times the random walk hits zero before a stopping time

Find $E[N(s) \mid N(t) = 4]$ for $s < t$, where $N(t)$ is a Poisson process

How to solve the SDE $dB_t = r_tB_tdt$ when $r_t$ is stochastic?

Some questions on the details of an integration of Brownian Motion Against itself

Given $28$ births according to Poisson process in February, find the distribution of births on $4$ Mondays

Can a random variable be viewed as a stochastic process where at any moment in time the distribution is independent of others and the same as others?

Definition of semimartingale in Protter's book

Is it true that every continuous local martingale is a true martingale

Can jump intensity be unknown at time t?

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