Timeline for Weaker than martingale condition
Current License: CC BY-SA 4.0
6 events
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| Jul 9, 2021 at 8:23 | history | edited | YCor |
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| Jun 10, 2021 at 11:26 | answer | added | Davide Giraudo | timeline score: 1 | |
| May 24, 2021 at 16:41 | comment | added | legon | @GeraldEdgar: thank you for your suggestion! I've thought about this as well but dealing with conditional means is a bit tricky, so I was wondering if there is any study about this setting yet. | |
| May 23, 2021 at 20:54 | comment | added | Gerald Edgar | Remark. Define $Y_n = \mathbb E[S_{n+1} | \mathcal F_{n}]$. Then your condition is equivalent to: $(Y_n)$ is a martingale with respect to $(\mathcal F_n)$. | |
| May 23, 2021 at 16:04 | review | First posts | |||
| May 23, 2021 at 17:20 | |||||
| May 23, 2021 at 15:57 | history | asked | legon | CC BY-SA 4.0 |