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Mathematics
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verygoodbloke
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  • Last seen more than 1 year ago
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5
Probability of stopping time being finite.
Apr 30, 2022
5
Probability of stopping time being finite.
Apr 30, 2022
5
Bound on expectation of minimum of two stopping times (proving integrability)
May 11, 2022
4
Proof of a martingale not being uniformly integrable
May 31, 2022
4
Showing that a series of random variables converges almost surely.
Jan 20, 2022
4
Showing that a function of two brownian motions is a martingale.
May 1, 2022
4
Using SDE uniqueness in law to show that two processes have the same distribution
May 9, 2022
3
Inequality on expectation of exponential martingale
May 24, 2022
3
Expected value of minimum of hitting time of brownian motion.
Apr 11, 2022
3
Showing integrability of random variable at stopping time
May 18, 2022