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New posts in martingales
Bachelier model option pricing [closed]
probability-theory
stochastic-processes
brownian-motion
martingales
finance
Martingale and finite stopping time [closed]
martingales
stopping-times
Weak solution of SDE, Tanaka equation
probability-theory
stochastic-processes
stochastic-calculus
martingales
stochastic-differential-equations
Sum and product of Martingale processes
stochastic-processes
martingales
Expectation stopped Brownian motion with drift
brownian-motion
martingales
stopping-times
Submartingale convergence (Durrett 5.3.1)
probability
probability-theory
martingales
Limit using Itô isometry
probability-theory
stochastic-processes
stochastic-calculus
brownian-motion
martingales
Condition for martingale
probability-theory
stochastic-processes
stochastic-calculus
brownian-motion
martingales
The Laplace transform of the first hitting time of Brownian motion
measure-theory
probability-theory
stochastic-processes
martingales
brownian-motion
Proving Galmarino's Test
probability-theory
stochastic-processes
martingales
stopping-times
Sum of Product of Martingale and its difference
probability-theory
inequality
martingales
Conditional expectation equation containing martingales
probability-theory
conditional-expectation
martingales
Showing that a random process is a martingale
probability-theory
stochastic-processes
martingales
Martingale theory: Collection of examples and counterexamples
probability-theory
examples-counterexamples
martingales
big-list
Criteria for being a true martingale
probability
stochastic-processes
martingales
Prove $\mathbb{P}(\sup_{t \geq 0} M_t > x \mid \mathcal{F}_0)= 1 \wedge \frac{M_0}{x}$ for a martingale $(M_t)_{t \geq 0}$
probability-theory
stochastic-processes
martingales
Explanation of Durrett example 5.2.13
probability-theory
measure-theory
martingales
random-walk
Trouble with extending Doob's Optional Stopping Theorem
probability-theory
stochastic-processes
martingales
stochastic-analysis
stopping-times
Why did my friend lose all his money?
probability
stochastic-processes
martingales
Using a martingale property to deduce orthogonality of some increments
probability
probability-theory
brownian-motion
martingales
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