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authorPrefetch2024-09-08 21:56:52 +0200
committerPrefetch2024-09-08 21:56:52 +0200
commitdee3ce1536168c9ed5c8c90d8008073afdb51cb9 (patch)
treeb19dd371ff9c942da710f979e87e78ceb997f36f /source/know/concept/martingale/index.md
parent96447d884e02012a4ed9146dc6c00d186a201038 (diff)
Improve knowledge base
Diffstat (limited to 'source/know/concept/martingale/index.md')
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1 files changed, 1 insertions, 1 deletions
diff --git a/source/know/concept/martingale/index.md b/source/know/concept/martingale/index.md
index 53a346a..7daebea 100644
--- a/source/know/concept/martingale/index.md
+++ b/source/know/concept/martingale/index.md
@@ -20,7 +20,7 @@ then $$M_t$$ is a martingale if it satisfies all of the following:
1. $$M_t$$ is $$\mathcal{F}_t$$-adapted, meaning
the filtration $$\mathcal{F}_t$$ contains enough information
to reconstruct the current and all past values of $$M_t$$.
-2. For all times $$t \ge 0$$, the expectation value exists $$\mathbf{E}(M_t) < \infty$$.
+2. For all times $$t \ge 0$$, the expectation value $$\mathbf{E}(M_t)$$ is finite.
3. For all $$s, t$$ satisfying $$0 \le s \le t$$,
the [conditional expectation](/know/concept/conditional-expectation/)
$$\mathbf{E}(M_t | \mathcal{F}_s) = M_s$$,