When.com Web Search

Search results

  1. Results From The WOW.Com Content Network
  2. Optional stopping theorem - Wikipedia

    en.wikipedia.org/wiki/Optional_stopping_theorem

    In probability theory, the optional stopping theorem (or sometimes Doob's optional sampling theorem, for American probabilist Joseph Doob) says that, under certain conditions, the expected value of a martingale at a stopping time is equal to its initial expected value. Since martingales can be used to model the wealth of a gambler participating ...

  3. Martingale (probability theory) - Wikipedia

    en.wikipedia.org/wiki/Martingale_(probability...

    The concept of a stopped martingale leads to a series of important theorems, including, for example, the optional stopping theorem which states that, under certain conditions, the expected value of a martingale at a stopping time is equal to its initial value.

  4. Stopping time - Wikipedia

    en.wikipedia.org/wiki/Stopping_time

    Example of a stopping time: a hitting time of Brownian motion.The process starts at 0 and is stopped as soon as it hits 1. In probability theory, in particular in the study of stochastic processes, a stopping time (also Markov time, Markov moment, optional stopping time or optional time [1]) is a specific type of “random time”: a random variable whose value is interpreted as the time at ...

  5. Wald's equation - Wikipedia

    en.wikipedia.org/wiki/Wald's_equation

    For convenience (see the proof below using the optional stopping theorem) and to specify the relation of the sequence (X n) n∈ and the filtration (F n) n∈ 0, the following additional assumption is often imposed:

  6. Optional stopping - Wikipedia

    en.wikipedia.org/?title=Optional_stopping&...

    Optional stopping. Add languages. Add links. Article; Talk; ... Upload file; Permanent link; ... Download QR code; Print/export Download as PDF; Printable version; In ...

  7. Continuous-time stochastic process - Wikipedia

    en.wikipedia.org/wiki/Continuous-time_stochastic...

    In probability theory and statistics, a continuous-time stochastic process, or a continuous-space-time stochastic process is a stochastic process for which the index variable takes a continuous set of values, as contrasted with a discrete-time process for which the index variable takes only distinct values.

  8. Local martingale - Wikipedia

    en.wikipedia.org/wiki/Local_martingale

    In mathematics, a local martingale is a type of stochastic process, satisfying the localized version of the martingale property. Every martingale is a local martingale; every bounded local martingale is a martingale; in particular, every local martingale that is bounded from below is a supermartingale, and every local martingale that is bounded from above is a submartingale; however, a local ...

  9. Optional sampling theorem - Wikipedia

    en.wikipedia.org/?title=Optional_sampling...

    Upload file; Special pages; Permanent link; Page information; Cite this page; Get shortened URL; Download QR code; Print/export Download as PDF; ... to: Optional ...