Timeline for Examples of discrete time martingales
Current License: CC BY-SA 3.0
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Mar 31, 2017 at 0:57 | history | edited | Liviu Nicolaescu | CC BY-SA 3.0 |
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Mar 30, 2017 at 20:29 | history | edited | Liviu Nicolaescu | CC BY-SA 3.0 |
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Mar 30, 2017 at 15:36 | history | edited | Liviu Nicolaescu | CC BY-SA 3.0 |
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Mar 30, 2017 at 12:44 | history | edited | Liviu Nicolaescu | CC BY-SA 3.0 |
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Mar 30, 2017 at 11:55 | comment | added | Steve Huntsman | As an aside, your Markov chain example is basically Dynkin's formula, which I mentioned in a comment on the original question. | |
Mar 30, 2017 at 11:34 | history | answered | Liviu Nicolaescu | CC BY-SA 3.0 |