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Erstellt von mho1
vor etwa 9 Jahre
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filtration
natural filtration
adapted
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
Doob's Optional Stopping Theorem