List questions from uniform-integrability

Published on 27 Jun 2021 - 16:24

196

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If the positive part of submartingale is uniformly integrable, it is closable

Published on 16 Aug 2021 - 0:15

272

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Almost sure convergence and uniform integrability of a product of i.i.d random variables with density

Published on 19 Aug 2021 - 12:47

186

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Uniform integrability of rescaled sample mean

Published on 30 Aug 2021 - 16:35

75

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Show $(\mathbb{E}[Z\mid\mathcal{F}_t],\mathcal{F_t})_{t \geq0}$ is an uniformly integrable martingale.

Published on 22 Sep 2021 - 12:49

83

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If, for $r>1$, $\operatorname{sup}_n |X_n|^r < \infty$, then $(X_n)$ is uniformly integrable

Published on 25 Oct 2021 - 14:50

238

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How to prove that $(UM_t)_{t \geq 0}$ is a Continuous Local Martingale?

Published on 23 Feb 2026 - 20:42

35

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Integrability of a family of functions, parameterized by the points of the compact

Published on 11 Nov 2021 - 3:01

153

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Two questions about uniform integrability

Published on 27 Dec 2021 - 16:07

132

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Showing uniform integrability to prove the limit of expectation

Published on 04 Jan 2022 - 14:25

62

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Almost-sure convergence of a series of log-normal random variables

Published on 17 Jan 2022 - 23:56

125

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Checking uniform integrability of random series

Published on 28 Jan 2022 - 17:56

233

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How to show that $B_{t\land T_a}$ is uniformly integrable?

Published on 02 Feb 2022 - 0:42

159

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Martingale is Uniformly Integrable

Published on 04 Feb 2022 - 16:00

51

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Tightness vs Equi-integrability, Prokorov

Published on 24 Feb 2026 - 2:02

List Question

Uniform Integrability and Exponential Tightness

If the positive part of submartingale is uniformly integrable, it is closable

Almost sure convergence and uniform integrability of a product of i.i.d random variables with density

Uniform integrability of rescaled sample mean

Show $(\mathbb{E}[Z\mid\mathcal{F}_t],\mathcal{F_t})_{t \geq0}$ is an uniformly integrable martingale.

If, for $r>1$, $\operatorname{sup}_n |X_n|^r < \infty$, then $(X_n)$ is uniformly integrable

How to prove that $(UM_t)_{t \geq 0}$ is a Continuous Local Martingale?

Integrability of a family of functions, parameterized by the points of the compact

Two questions about uniform integrability

Showing uniform integrability to prove the limit of expectation

Almost-sure convergence of a series of log-normal random variables

Checking uniform integrability of random series

How to show that $B_{t\land T_a}$ is uniformly integrable?

Martingale is Uniformly Integrable

Tightness vs Equi-integrability, Prokorov

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