A martingale is a class of betting strategies that originated from and were popular in 18th-century France. The simplest of these strategies was designed...

In probability theory, a martingale is a sequence of random variables (i.e., a stochastic process) for which, at a particular time, the conditional expectation...

In mathematics – specifically, in the theory of stochastic processes – Doob's martingale convergence theorems are a collection of results on the limits...

In mathematics, Doob's martingale inequality, also known as Kolmogorov’s submartingale inequality is a result in the study of stochastic processes. It...

Fourier transform Girsanov theorem Itô's lemma Martingale representation theorem Mathematical models Mathematical optimization Linear programming Nonlinear...

In mathematics, a local martingale is a type of stochastic process, satisfying the localized version of the martingale property. Every martingale is a...

In mathematical finance, a risk-neutral measure (also called an equilibrium measure, or equivalent martingale measure) is a probability measure such that...

Markov processes and martingales - Volume 2: Itô calculus, Cambridge: Cambridge University Press, ISBN 0-521-77593-0 Mathematical Finance Programming in...

In mathematics and information theory of probability, a sigma-martingale is a semimartingale with an integral representation. Sigma-martingales were introduced...

In the mathematical theory of probability, a Doob martingale (named after Joseph L. Doob, also known as a Levy martingale) is a stochastic process that...