Skip to main content
htd's user avatar
htd's user avatar
htd's user avatar
htd
  • Member for 12 years, 3 months
  • Last seen this week
6 votes
Accepted

how to prove $(X_{n})_{n\in \mathbb N}$ and $(Y_{n})_{n\in \mathbb N}$ are supermartingale.and $(Y_{n})_{n\in \mathbb N}$ is convergence to -7

3 votes
Accepted

I want to show $E(X)=\sum_{n=1}^{\infty}P(X\ge n)$

3 votes

Expectation of the integral of e to the power a brownian motion with respect to the brownian motion

1 vote

What is the variance of x, when it depends on Brownian motion directly?

1 vote
Accepted

Method for finding a arbitrage opportunity when market price of call is incorrect

1 vote
Accepted

$\mathbb{E} \int_a^b W^3(t)\,dW(t)=?$

1 vote
Accepted

Confused about Markov property

1 vote

Why aren't the strong LLNs and CLT contradicting each other?

0 votes

Argument that vector space is closed with respect to bounded monotone convergence

0 votes

Toss a coin twice and suppose that $\mathbb P$ is probability measure,...

0 votes

Compute the probability mass function

0 votes

Markov property with respect to a filtration

0 votes

How can I show that $|Y|\leq c$ implies $|E[Y\mid{\mathcal G}]|\leq c$?

0 votes
Accepted

For which p>0 does $S_t=W_t+t^p$ admit an equivalent martingale measure?

0 votes

Expected value of a function of a jointly distributed random variable?

0 votes

Compound Probability of 2 Independent Events