New posts in Martingales

Can a martingale converge in $L^1$ but not almost surely?

$(f(X_n))_{n \in \mathbb{N}_0}$ martingale implies $f'' = 0$?

Positive continuous supermartingale is a proper martingale

Wald’s identity for Brownian motion with $E[\sqrt T]<\infty$.

Waiting time for a pattern in coin tossing

Is $W^2-t$ martingale?

Asymptotic behavior of piecewise recursive random variable.

Find the quadratic variation process of $\int f(s) \, dB_s$

Example of a Non-negative Martingale Satisfying Certain Conditions

Distribution at First Time a Sum Reaches a Threshold