Statements (23)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
gptkb:mathematical_concept
|
| gptkbp:application |
option pricing
random walks risk-neutral measure stochastic integration |
| gptkbp:defines |
a sequence of random variables where the expected value of the next value, given all prior values, is equal to the present value
|
| gptkbp:field |
gptkb:probability_theory
stochastic processes |
| gptkbp:generalizes |
submartingale
supermartingale |
| https://www.w3.org/2000/01/rdf-schema#label |
martingale
|
| gptkbp:originatedIn |
gptkb:Paul_Lévy
|
| gptkbp:property |
no drift
fair game |
| gptkbp:relatedTo |
gptkb:Doob's_martingale_convergence_theorem
Brownian motion Markov chain stopping time |
| gptkbp:usedIn |
finance
statistics gambling theory |
| gptkbp:bfsParent |
gptkb:Probability_theory
|
| gptkbp:bfsLayer |
6
|