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53 Answers

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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

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1,506 Reputation

+10	A question about stochastic processes and stopping times
+10	Optional quadratic variation and predictable quadratic variation
+10	The Laplace transform of the first hitting time of Brownian motion
+10	Example of adapted process that is a martingale w.r.t to one filtration but not another

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15 Questions

votes activity newest

5	A Laplace transform question
5	Quadratic Variation of Brownian Motion
5	differentiability and continuity
4	Quadratic Covariation
4	How to make this heuristic extension of Itô-Tanaka's formula valid

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26 Tags

82 stochastic-processes × 62	8 stochastic-integrals × 11
24 probability-theory × 15	7 measure-theory × 5
22 martingales × 11	4 stochastic-analysis × 5
19 probability × 13	4 homework
12 brownian-motion × 11	4 fourier-series

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5 Accounts

	Quantitative Finance	2,225 rep	722
$Mathematics Stack Exchange$	Mathematics	1,506 rep	1311
	Area 51	226 rep	14
	Personal Finance & Money	101 rep	1
	Japanese Language & Usage	101 rep	1

12 Badges

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Yearling × 2	Commentator
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