From dee3ce1536168c9ed5c8c90d8008073afdb51cb9 Mon Sep 17 00:00:00 2001
From: Prefetch
Date: Sun, 8 Sep 2024 21:56:52 +0200
Subject: Improve knowledge base

---
 source/know/concept/martingale/index.md | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

(limited to 'source/know/concept/martingale')

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/)
     $$\mathbf{E}(M_t | \mathcal{F}_s) = M_s$$,
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