Revision #854 → #1385 · back to history
addedMartingale (informal)e1d80f7ceaa7
addedDiscrete-time martingale6b8660f1625c
addedMartingale with respect to another sequencee8382c57c88b
addedContinuous-time martingale with respect to a process5bb3a8bd300b
addedGeneral martingale (Banach-space valued)bd357090ea5b
addedUnbiased random walk9514a13528e7
addedGambler's fortune in a fair game29288bc7413e
addedSquared-fortune martingaleb0d0ed7c5782
addedde Moivre's martingale3b08bbae73e4
addedPólya's urn38b28acc0690
addedLikelihood-ratio martingale83a8bb0767a3
addedDoob martingalef8c0a9524d52
addedEcological community species counte9578d3aae55
addedAllele frequency under genetic driftcca367a013e2
addedCompensated Poisson process6600615e3c32
addedExponential martingale of Brownian motion878644e31c7e
addedWald's martingale5def4a086458
addedDiscounted asset price under risk-neutral measuredec179ebf66c
addedMulti-dimensional martingale29c3b884c077
addedHarmonic function of Brownian motion is a martingalec8eb98c9c61e
addedDiscrete-time submartingaled408e9ff0809
addedContinuous-time submartingale7eb59e8454f5
addedDiscrete-time supermartingale87df769aae7b
addedContinuous-time supermartingale96b7dd3f31b3
addedMartingale iff sub- and supermartingale4b33b0e91c41
addedBiased coin gambler — martingale case9491d597f7a3
addedBiased coin gambler — supermartingale case2c9053c4807d
addedBiased coin gambler — submartingale case040afcdbbc5d
addedConvex function of a martingale is a submartingalebae1d4532f63
addedStopping time4b92372bc62a
addedStopped martingale is a martingale3cd2f09bcdcb
addedOptional stopping theorem74f21d9431b4
addedGeneral martingale problem (A, μ)5410a12b6550
addedMartingale problem for diffusions M(a, b)c8b27ed2d833
addedMartingale problem ↔ SDE correspondence55084ee8624c
addedFundamental theorem of asset pricing507b07242ca3
addedRisk-neutral pricinga4af6a2c8a1b