An exposition on the theory of martingale
This study provides a detailed discussion of the Martingale theory and its properties. To elaborate definitions and properties, conditional expectation is the primary theorem used in this paper.Several examples of martingale properties are presented and step by step outline of proofs for each remark...
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| Main Authors: | , |
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| Format: | text |
| Language: | English |
| Published: |
Animo Repository
1992
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| Subjects: | |
| Online Access: | https://animorepository.dlsu.edu.ph/etd_bachelors/15968 |
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| Institution: | De La Salle University |
| Language: | English |