2898818
| Questão | Responda |
| filtration | |
| natural filtration | |
| adapted | |
| blank | |
| Martingale (discrete parameter) | |
| submartingale property | |
| supermartingale property | |
| previsible (filtration) | |
| martingale transform | |
| conditions for the martingale transform being a supermartingale / martingale | |
| stopping time | |
| these are equivalent | |
| stopped random variable stopped process | |
| N.B. cannot always take the limit as n tends to infinity and conclude that | |
| Doob's Optional Stopping Theorem | |
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