Category:Martingale theory

Pages in category "Martingale theory"

The following 29 pages are in this category, out of 29 total.

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A

  • Azuma's inequality

D

  • Doléans-Dade exponential
  • Doob decomposition theorem
  • Doob martingale
  • Doob–Meyer decomposition theorem
  • Doob's martingale convergence theorems
  • Doob's martingale inequality
  • Dubins–Schwarz theorem

É

  • Émery topology

F

  • Fleming–Viot process
  • Forward measure

K

  • Kazamaki's condition

L

  • Local martingale

M

  • Martingale (probability theory)
  • Martingale central limit theorem
  • Martingale difference sequence
  • Martingale representation theorem
  • McDiarmid's inequality
  • Minimal-entropy martingale measure

N

  • Novikov's condition

O

  • Optional stopping theorem

Q

  • Quasimartingale

S

  • Semimartingale
  • Sigma-martingale

T

  • Tanaka's formula

U

  • Uniform integrability

V

  • Ville's inequality

W

  • Wald's martingale
  • Wiener process
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This category content has been reduced to only pages contained in the ZIM file.

Categories:
  • Stochastic processes
  • Theory of probability distributions
  • Statistical randomness
  • Betting systems
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