Optional stopping theorem

Results: 2



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1Martingale / Markov chain / Optional stopping theorem / Continuous function / Wiener process / Stochastic differential equation / Itō diffusion / Harris chain / Statistics / Stochastic processes / Martingale theory

Finite-time Regional Verification of Stochastic Nonlinear Systems Jacob Steinhardt Department of Mathematics Massachusetts Institute of Technology Cambridge, Massachusetts[removed]Email: [removed]

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Source URL: groups.csail.mit.edu

Language: English - Date: 2012-09-02 10:48:22
2Stochastic processes / Game theory / Martingale / Stopping time / Optional stopping theorem / Futures contract / Risk-neutral measure / Martingale representation theorem / Statistics / Martingale theory / Probability theory

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Source URL: math.nyu.edu

Language: English - Date: 2005-10-06 11:46:38
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