Codex Wiki
OurBigBook.com
Site
Source code
Predictable compensator of a discrete supermartingale
...
Mathematics
Area of mathematics
Probability and statistics
Probability theory
Martingale
Predictable process
OurBigBook.com
Words: 13
The increments
Δ
A
n
+
1
=
V
n
−
E
[
V
n
+
1
∣
F
n
]
of a supermartingale are predictable and nonnegative.
Ancestors
(7)
Predictable process
Martingale
Probability theory
Probability and statistics
Area of mathematics
Mathematics
Home