Summary Of: Martingale (probability theory)

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martingale (betting system) | | | Brownian motion | probability theory | stochastic process | sequence | random variables | conditional expected value | martingale | betting strategies | France | gambler | sure thing | exponential growth | Paul Pierre Lévy | Joseph Leo Doob | discrete-time | stochastic process | sequence | random variables | expected value | continuous-time | stochastic process | stochastic process | filtration | probability space | adapted | index set | measurable function | Lp space | indicator function | conditional expectation | Girsanov theorem | Itō process | D'Alembert system | square root | de Moivre's | Polya's | iterations | Likelihood-ratio testing | statistics | random sample | probability of eventual extinction | unified neutral theory of biodiversity | Poisson process | right-continuous/left-limit | optional stopping theorem | stopping time | mathematicians | probabilistically independent | integrable | random variables | convex function | Jensen's inequality | concave function | uncountable | directed set | topological vector space | topological dual | probability space | sigma-algebras | random variables | measurable | Azuma's inequality | Martingale central limit theorem | Martingale representation theorem | Doob martingale | Local martingale | Semimartingale | ISBN 0-47-152215-5 | ISBN 0-19-857223-9 | David Williams | ISBN 0-521-40605-6 | Hagen Kleinert | ISBN 981-238-107-4 | Categories | Stochastic processes | Game theory |