Martingale/Definition

From Citizendium
Jump to navigation Jump to search
This article is developing and not approved.
 Main Article
 Discussion
Related Articles  [?]
Bibliography  [?]
External Links  [?]
Citable Version  [?]
 
https://en.citizendium.org/wiki/index.php?title=Martingale/Definition&printable=yes
A definition or brief description of Martingale.

A stochastic process that can be viewed as an abstraction of the notion of a "fair game".

Retrieved from "https://citizendium.org/wiki/index.php?title=Martingale/Definition&oldid=559871"