Under what condition on $\sigma$ is $dM_t = \sigma(M_t,t) dW_t$ a martingale?
134302
Criteria for being a true martingale
106430
Law of large numbers for Brownian Motion (Direct proof using L2-convergence)
30510
Second mean value theorem proof
26719
Is $(B_t^2)$ Markov where $(B_t)$ is Brownian motion?
141194
Prove that $\frac{(n-2)s^2}{\sigma^2}\sim \chi^{2}_{n-2}$
44416
Ito integral property
81380
How fast does the sequence $y_t$ defined by $y_{t+1}=y_t(1-y_t)$ decay to zero?
49411
Independent increments in squared brownian motion
33144
Criterion for $\phi(mn)=m\phi(n)$ to be true
56578
Integrable - martingale
102406
Why is it not true that if $\Phi \models \exists x \phi$ then there is a term $t$ with $\Phi \models \phi \frac{t}{x}$?
43536
Proof that a standard Brownian motion visits zero infinitely often at the beginning
73367
On $E[E[Y|X]|X]= E[Y|X]$
157432
How to use the Mean Value Theorem to prove the following statement:
79794
Prove the time inversion formula is brownian motion
135684
Joint Distribution of Brownian Motion and its Time Integral
3720
Supermartingale with constant Expectation is a martingale