Book contents
- Frontmatter
- Dedication
- Contents
- Acknowledgements
- Nomenclature
- Part I Introduction and Preliminaries
- Part II Probability Theory
- Part III Stochastic Process
- 6 Random Field and Stochastic Process
- 7 Measurable Random Field
- 8 Martingale
- 9 a.u. Continuous Process
- 10 a.u. Càdlàg Process
- 11 Markov Process
- Appendices
- References
- Index
8 - Martingale
from Part III - Stochastic Process
Published online by Cambridge University Press: 07 May 2021
- Frontmatter
- Dedication
- Contents
- Acknowledgements
- Nomenclature
- Part I Introduction and Preliminaries
- Part II Probability Theory
- Part III Stochastic Process
- 6 Random Field and Stochastic Process
- 7 Measurable Random Field
- 8 Martingale
- 9 a.u. Continuous Process
- 10 a.u. Càdlàg Process
- 11 Markov Process
- Appendices
- References
- Index
Summary
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- Type
- Chapter
- Information
- Foundations of Constructive Probability Theory , pp. 299 - 330Publisher: Cambridge University PressPrint publication year: 2021