List questions from uniform-integrability

Published on 18 Oct 2019 - 3:00

409

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Showing $E[X_n]\to E[X]$

Published on 18 Oct 2019 - 14:22

935

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l1-bounded local martingale is uniformly integrable martingale

Published on 23 Feb 2026 - 4:38

1k

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Convergence in measure implies $L^1$ norm-(Vitali Convergence Theorem)

Published on 22 Oct 2019 - 3:02

97

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Show that : $\mathcal{X} +\mathcal {Y} =\{X+Y : X\in \mathcal{X} , Y\in\mathcal {Y} \}$ is uniformly integrable

Published on 06 Nov 2019 - 10:11

85

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Show that this definition of uniform integrability implies the other one

Published on 12 Nov 2019 - 16:32

250

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Karatzas and Shreve solution to uniform integrability of backward martingale

Published on 26 Nov 2019 - 0:15

550

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Vallée Poussin's Theorem on Uniform Integrablity

Published on 22 Mar 2026 - 3:29

321

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Karatzas and Shreve Problem 1.3.16. Proving nonnegative right continuous supermartingale convergence

Published on 26 Nov 2019 - 16:48

205

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Product of uniformly integrable functions

Published on 07 Dec 2019 - 14:46

230

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Equivalent Definition of Uniformly Integrable

Published on 08 Dec 2019 - 0:19

298

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Almost surely finite stopping time and the limit of a martingale

Published on 10 Dec 2019 - 23:32

203

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Uniform integrability for a Martingale (defined via Poisson process)

Published on 28 Jan 2020 - 18:09

133

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Does there exist $\{X_n\}$ for which $\liminf_{n\to \infty}X_n$ doesn't exist but the negative parts $\{X^-_n\}$ are uniformly integrable?

Published on 09 Feb 2020 - 7:47

614

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Doob's Decomposition Theorem and Uniform Integrability

Published on 10 Feb 2020 - 0:35

List Question

Sufficient condition for uniform (Lebesgue) integrability

Showing $E[X_n]\to E[X]$

l1-bounded local martingale is uniformly integrable martingale

Convergence in measure implies $L^1$ norm-(Vitali Convergence Theorem)

Show that : $\mathcal{X} +\mathcal {Y} =\{X+Y : X\in \mathcal{X} , Y\in\mathcal {Y} \}$ is uniformly integrable

Show that this definition of uniform integrability implies the other one

Karatzas and Shreve solution to uniform integrability of backward martingale

Vallée Poussin's Theorem on Uniform Integrablity

Karatzas and Shreve Problem 1.3.16. Proving nonnegative right continuous supermartingale convergence

Product of uniformly integrable functions

Equivalent Definition of Uniformly Integrable

Almost surely finite stopping time and the limit of a martingale

Uniform integrability for a Martingale (defined via Poisson process)

Does there exist $\{X_n\}$ for which $\liminf_{n\to \infty}X_n$ doesn't exist but the negative parts $\{X^-_n\}$ are uniformly integrable?

Doob's Decomposition Theorem and Uniform Integrability

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