Relation between Hermite polynomials and Brownian motion (on martingale property)
86371
Hermite Polynomials and Brownian motion
42143
Prove X is a martingale
94662
Tower property of conditional expectation
114680
Can a time-shifted Brownian motion be also a Brownian motion
111915
Almost Sure Convergence and Bounded Expectation
96999
Simple question about the definition of Brownian motion
96919
Characteristic equation of a recurrence relation
50444
Laguerre polynomials recurrence relation
83476
Convergence of exponential Brownian martingale to zero almost surely
123284
Almost sure convergence of the Poisson process
50163
Continuity of the  Ito integral
114443
martingale and stochastic Integral
118588
"Continuity" of stochastic integral wrt Brownian motion
49411
Independent increments in squared brownian motion
54244
Understanding the Proof of L'Hopital's Rule
108560
Proof of a Gaussian Integral property
73439
show that the solution is a local martingale iff it has zero drift