Martingale/Definition

From Citizendium
Jump to navigation Jump to search
The printable version is no longer supported and may have rendering errors. Please update your browser bookmarks and please use the default browser print function instead.
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"