Timeline for Examples of discrete time martingales

13 events

when toggle format	what		by	license	comment
Nov 2, 2017 at 15:39	answer	added	Joe Silverman		timeline score: 4
Nov 2, 2017 at 14:45	answer	added	Stéphane Laurent		timeline score: 4
Apr 2, 2017 at 10:36	answer	added	Davide Giraudo		timeline score: 4
S Mar 30, 2017 at 16:51	history	edited	R.P.		add tagssss
S Mar 30, 2017 at 16:51	history	suggested	Henry.L		add tagssss
Mar 30, 2017 at 16:48	review	Suggested edits
S Mar 30, 2017 at 16:51
Mar 30, 2017 at 15:56	history	edited	Davide Giraudo	CC BY-SA 3.0	added 5 characters in body
Mar 30, 2017 at 14:41	history	edited	coudy	CC BY-SA 3.0	added 14 characters in body; edited title
Mar 30, 2017 at 14:14	comment	added	Nate Eldredge		Your definition is for discrete-time martingales. but of course there is also continuous time. Brownian motion is the first example there, and of course all the martingales that are produced by the stochastic integral. This ties into the "martingale problem" and all of probabilistic potential theory.
Mar 30, 2017 at 13:09	review	Close votes
Mar 31, 2017 at 12:47
Mar 30, 2017 at 11:53	comment	added	Steve Huntsman		This is a little like asking "are there any other interesting examples of groups?" to which one must answer "yes". A broad class of examples is furnished by en.wikipedia.org/wiki/Dynkin's_formula
Mar 30, 2017 at 11:34	answer	added	Liviu Nicolaescu		timeline score: 7
Mar 30, 2017 at 7:58	history	asked	coudy	CC BY-SA 3.0