Martingales Flashcards
1
Q
Definition of martingale in discrete time.
A
2
Q
Definition of martingales in continuous time.
A
3
Q
Properties of martingales in discrete time.
A
4
Q
Properties of martingales in continuous time
A
5
Q
Definition of submartingales in discrete and continuous time
A
6
Q
Properties of supermartingales in discrete and continuous time.
A
7
Q
Example of the simple random walk as a martingale
A
8
Q
Example of a martingale in continuous time.
A
9
Q
Lascia o raddoppia.
A
10
Q
De Moivre’s martingale.
A
11
Q
Example of submartingale
A
12
Q
Gambling strategy
A
