New posts in Martingales

Why is $\int_0^t t \, dW_s$ not a martingale?

Question related to Polya urn model

Convergence in distribution of conditional expectations

Example of filtration in probability theory

Simple Random Walk: two questions

"Converse" of optional stopping theorem

Problem 3.24 of "Brownian Motion & Stochastic Processes" by Karatzas and Shreve - Submartingales and stopping times

What are some easier books for studying martingale?

How to show $M_n = X_n^2-n$ is a martingale?

Limit value of the product martingale $\exp(uX_n - nu^2 \sigma^2 / 2)$