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CodeGolf
  • Member for 9 years
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10 votes
2 answers
831 views

Can every discrete martingale be embedded in a continuous martingale?

8 votes
1 answer
653 views

A generalization of Jensen's Inequality

7 votes
1 answer
1k views

a $L^1$ convergence for backward martingale

5 votes
1 answer
1k views

dual space of the subspace of the space of probability measures [closed]

5 votes
2 answers
432 views

Ricci flow on Kähler manifold

5 votes
1 answer
325 views

Question abouth Prokhorov metric

4 votes
1 answer
195 views

Question about the weak convergence of probability

4 votes
0 answers
72 views

Existence of martingales given some constraint on laws

4 votes
2 answers
320 views

Reference request: concave/convex envelope

4 votes
1 answer
267 views

explicit characterization of the stochastic integrand

3 votes
1 answer
151 views

Separability of $R_+\times\mathcal{C}(R_+)$

3 votes
0 answers
569 views

Generalization of Ito's formula

3 votes
1 answer
247 views

Characterization of a subset of [0,1] $II$

3 votes
0 answers
168 views

compactness of a probability set

3 votes
1 answer
567 views

Is the countably infinite product of locally convex topological vector spaces locally convex?

3 votes
1 answer
202 views

Can $<.>$ of a martingale determine it only?

3 votes
1 answer
213 views

conditional expectation under convex combinaison of probability measures

3 votes
1 answer
492 views

Asymptotic behavior of an integral of OU process

3 votes
1 answer
222 views

Solving a differential system

3 votes
0 answers
92 views

Approximating martingales given marginal distributions

3 votes
1 answer
175 views

Inequality of a concave function

3 votes
0 answers
67 views

Dependence of optimization problem on the linear constraints

3 votes
2 answers
380 views

Looking for some function

3 votes
1 answer
276 views

Question abouth Skorokhod representation of random variables

2 votes
1 answer
1k views

Question about the stochastic integral of martingales

2 votes
0 answers
293 views

Question about the characteristics of semimartingales

2 votes
0 answers
408 views

integrability of Brownian motion stopped at some stopping time

2 votes
1 answer
216 views

Monotonicity of the integral

2 votes
2 answers
255 views

A question about Skorokhod embedding problem

2 votes
1 answer
188 views

Compactness of cadlag martingales w.r.t. to the point-wise topology