New posts in martingales

Verify that $X_n$ is a martingale

probability-theory statistics stochastic-processes martingales

Decomposition of semimartingales

stochastic-processes martingales

Hard Question in Stochastic processes - variance Martingales

probability stochastic-processes martingales

How to prove the Lebesgue density theorem using martingales?

real-analysis probability-theory measure-theory martingales

Asymptotic behavior of piecewise recursive random variable.

probability stochastic-processes markov-chains conditional-expectation martingales

Uncorrelated successive differences of martingale

probability-theory martingales covariance

Prove a thm on stopped processes given fundamental principle 'you can't beat the system'?

probability-theory martingales stopping-times gambling

Supermartingale with constant Expectation is a martingale

probability-theory martingales

sum of submartingales is not submartingale?

martingales

Martingale constructed with Bernoulli random variables

probability probability-theory probability-distributions stochastic-processes martingales

Is finding martingales black magic?

probability martingales

Show the mean of a non-negative integer-valued variable is finite

probability-theory martingales probability-limit-theorems

Proving the finiteness of Expectation given a geometric condition

probability probability-theory probability-distributions expected-value martingales

Convergence in distribution of conditional expectations

probability-theory reference-request martingales central-limit-theorem probability-limit-theorems

How do I prove that a martingale has a constant expected value?

probability martingales

Can $(X_n)_{n \ge 0}$ and $(X_n^2)_{n \ge 0}$ be both martingales?

martingales

How to get closed form solutions to stopped martingale problems?

probability-theory stochastic-processes martingales stopping-times

Sequence of random variables depending on another random variable

probability-theory conditional-expectation martingales independence

What are some martingales for asymmetric random walks?

probability probability-theory random-walk martingales

Levy's 0-1 law and Martinagle

real-analysis probability probability-theory measure-theory martingales