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7h
revised Which inequalities are there with stochastic integration?
edited title
9h
accepted Which inequalities are there with stochastic integration?
9h
comment Which inequalities are there with stochastic integration?
another great answer! You deserve more upvotes! Thanks :-)
12h
comment How to show that this is a martingale?
thanks again :-)
12h
accepted How to show that this is a martingale?
12h
asked Which inequalities are there with stochastic integration?
13h
comment How to show that this is a martingale?
@TheBridge Great! It seems to be what I was looking for. Indeed $W$ is the brownian motion. If you want to make that an answer (maybe also elaborating a little bit) I'll gladly accept it
13h
comment How to show that this is a martingale?
@MichaelHardy thanks! Much appreciated :-)
14h
asked How to show that this is a martingale?
17h
answered Why is $E(X_2|X_1) = X_1$?
1d
awarded  Talkative
1d
answered Probability matrices in an online game or how to approach matching players to maps to achieve better user experience
1d
comment Probability matrices in an online game or how to approach matching players to maps to achieve better user experience
So you want your player to alternate as much as possible between maps? Why don't you just make the probabilities of each map equal? Or to get more in control keep a log of the last x maps the player played in and choose at random between the remaining ones, or some other thing.. what is the specific mathematical problem that's troubling you?
1d
comment Is there any way to solve integral of $\sqrt{8-x^{2}}$ without using $\sin$ or $\cos$ formulas?
@C.Dubussy Thanks! Corrected :)
1d
comment Is there any way to solve integral of $\sqrt{8-x^{2}}$ without using $\sin$ or $\cos$ formulas?
@zz20s He also asked the idea behind the use of trigonometric formulas
1d
revised Is there any way to solve integral of $\sqrt{8-x^{2}}$ without using $\sin$ or $\cos$ formulas?
added 4 characters in body
1d
revised Is there any way to solve integral of $\sqrt{8-x^{2}}$ without using $\sin$ or $\cos$ formulas?
deleted 47 characters in body
1d
answered Is there any way to solve integral of $\sqrt{8-x^{2}}$ without using $\sin$ or $\cos$ formulas?
2d
comment If $M_t$ is a martingale, is this process a martingale too?
@mdrlol If you instead know that $\int_0^\infty f^2(s)ds < \infty$, then $f \in L^2(W)$, then $M = \int f dW$ is in $\mathcal M^2_0$, then $\int MdM \in \mathcal M^2_0$ and in particular it's a martingale
2d
comment If $M_t$ is a martingale, is this process a martingale too?
@mdrlol I still don't think you can say that. That implies that $f \in L^2_{loc}(W)$ so the integral (that is, $M$) would be in $\mathcal M^2_{0, loc}$, and you know that it's a martingale. But from this I don't know if you can conclude that $M \in \mathcal M^2_0$, which would imply that $\int M dM$ is indeed a martingale (and also in $\mathcal M^2_0$)