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New posts in martingales
Convergent hyperbolic cosine martingale $X_n = \frac{\text{exp} \big (\sum_{j=1}^n a_j Y_j \big )}{\prod_{j=1}^n \text{cosh}(a_j)}$, $Y_n$ Rademacher
probability-theory
measure-theory
martingales
NON-martingale approach to ABRACADABRA problem
probability
combinatorics
martingales
expected-value
pattern-matching
Example: satisfying $E(X_{n+1}\mid X_n)=X_n$ but not a martingale
probability-theory
examples-counterexamples
martingales
Monkey typing ABRACADABRA and gamblers
probability-theory
game-theory
martingales
Maybe a Monty Hall kind of problem?
probability-theory
stochastic-processes
martingales
Filtration and martingale from definition
martingales
Prove $A_t := W_t^3-3t W_t$ a martingale
stochastic-processes
brownian-motion
martingales
Martingale not uniformly integrable
measure-theory
probability-theory
martingales
uniform-integrability
Does law of large numbers converge in $L^1$?
probability-theory
martingales
alternative-proof
Bounded (from below) continuous local martingale is a supermartingale
probability-theory
martingales
Proof of a maximal inequality
probability-theory
stochastic-processes
martingales
Is there a discrete-time analogue of Doléans-Dade exponential?
probability-theory
inequality
stochastic-processes
martingales
Is it true $P(\sup_{k \in \mathbb{N}}X_k \geq \epsilon +x)=\dfrac{x}{\epsilon+x}$?
probability-theory
stochastic-processes
martingales
stopping-times
Recursive martingale
convergence-divergence
stochastic-processes
conditional-expectation
martingales
Filtration and measure change
stochastic-processes
martingales
Can you make money on coin tosses when the odds are against you?
probability-theory
expectation
martingales
gambling
What are some easier books for studying martingale?
probability-theory
reference-request
soft-question
stochastic-calculus
martingales
If $(X_n)_{n\in \mathbb{N}}$ is a martingale s.t. $\sup_n E[|X_n|]\leq M < \infty$, then $\sum_{n\geq 2}(X_n-X_{n-1})^2<\infty$ almost surely.
probability-theory
measure-theory
conditional-probability
martingales
Relation between Hermite polynomials and Brownian motion (on martingale property) [duplicate]
stochastic-processes
brownian-motion
martingales
stochastic-analysis
Limit of expectations on increasing sigma algebra converge to expectation on limit sigma algebra
probability-theory
conditional-expectation
martingales
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