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Words: 518
Articles: 20
An integrable adapted process
(
M
n
)
is a martingale when
E
[
M
n
+
1
∣
F
n
]
=
M
n
.
Table of contents
518
20
Symmetric signs forced by the martingale property
Martingale
35
Supermartingale
Martingale
39
1
Supermartingale majorant bound
Supermartingale
25
Stopping time
Martingale
116
3
Stopped martingale in discrete time
Stopping time
81
1
Discounted symmetric random-walk exit transform
Stopped martingale in discrete time
35
Optional sampling theorem for a supermartingale
Stopping time
19
Predictable process
Martingale
219
8
Martingale transform
Predictable process
186
6
Recovery of a martingale-transform integrand by conditional covariance
Martingale transform
14
Stopped martingale
Martingale transform
23
Reflection principle for simple symmetric random walk
Martingale transform
74
1
Point probability for the maximum of simple symmetric random walk
Reflection principle for simple symmetric random walk
29
Predictable representation in a Rademacher filtration
Martingale transform
58
1
Stopped martingale isometry in a Rademacher filtration
Predictable representation in a Rademacher filtration
31
Predictable compensator of a discrete supermartingale
Predictable process
13
Doob decomposition in discrete time
Martingale
24
Snell envelope
Martingale
72
2
Complementarity for the Snell envelope compensator
Snell envelope
19
Optimal stopping time from the compensator
Snell envelope
28
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Probability theory
Probability and statistics
Area of mathematics
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