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Cross-references: conditional expectation, definitions, equivalent, current, future value, property, collection, decreasing, stochastic process, filtered probability space
There are 32 references to this entry.
This is version 22 of martingale, born on 2003-04-05, modified 2008-12-27.
Object id is 4157, canonical name is Martingale.
Accessed 15684 times total.
Classification:
| AMS MSC: | 60G42 (Probability theory and stochastic processes :: Stochastic processes :: Martingales with discrete parameter) | | | 60G44 (Probability theory and stochastic processes :: Stochastic processes :: Martingales with continuous parameter) | | | 60G46 (Probability theory and stochastic processes :: Stochastic processes :: Martingales and classical analysis) |
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Pending Errata and Addenda
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