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author | Prefetch | 2024-09-08 21:56:52 +0200 |
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committer | Prefetch | 2024-09-08 21:56:52 +0200 |
commit | dee3ce1536168c9ed5c8c90d8008073afdb51cb9 (patch) | |
tree | b19dd371ff9c942da710f979e87e78ceb997f36f /source/know/concept/martingale | |
parent | 96447d884e02012a4ed9146dc6c00d186a201038 (diff) |
Improve knowledge base
Diffstat (limited to 'source/know/concept/martingale')
-rw-r--r-- | source/know/concept/martingale/index.md | 2 |
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/) $$\mathbf{E}(M_t | \mathcal{F}_s) = M_s$$, |