TheBridge

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53 Answers

newest activity votes
8
Criteria for being a true martingale
7
A question about stochastic processes and stopping times
4
Quadratic variation and stopping time.
4
Sobolev meets Wiener
4
Brownian motion and Fourier series
4
Quadratic variation of continuous local martingales
3
Optional quadratic variation and predictable quadratic variation
3
Time changes of the Itō integral
3
Measurability question for martingale (Is $S(X_i, Z_i)- E(S(X_i,Z_i) \mid \mathcal{F}_i)$ $\mathcal{F}_i=\{X_1, \dots, X_i \}$-measurable?)
3
Convergence of Brownian integral
2
Kolmogorov Extension Theorem vs. Caratheodory Extension Theorem
2
Question about a proof of Ansel-Stricker in a paper
2
Is there a discrete-time analogue of Doléans-Dade exponential?
2
Why is the mollified process a semimartingale?
2
Distribution after hitting
2
Proving that a process is a Brownian motion
2
Criteria for being a true martingale
2
Compute a stochastic integral
2
Questions about the concept of strong Markov property
1
Example of adapted process that is a martingale w.r.t to one filtration but not another
1
One stochastic integrability problem
1
Explicit solution of a SDE envolving a probability measure changing
1
Funny problem about stochastic integrals and Ito' s lemma
1
Why is the Fourier Transform of a Lévy Process a continuous function? What about the inverse? (Bochners Theorem)
1
Definition of Doob martingale
1
Are Ito bridges themselves Ito processes?
1
On hitting time of Brownian motion and Ito's lemma
1
Stratonovich SDE coefficient selection
1
calculate all the equivalent martingale measure
1
minimum of hitting time of a brownian motion
1 2