Category:Stopped Supermartingale is Supermartingale

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This category contains pages concerning Stopped Supermartingale is Supermartingale:

Let $\struct {\Omega, \Sigma, \sequence {\FF_n}_{n \ge 0}, \Pr}$ be a filtered probability space.

Let $\sequence {X_n}_{n \ge 0}$ be an $\sequence {\FF_n}_{n \ge 0}$-supermartingale.

Let $T$ be a stopping time with respect to $\sequence {\FF_n}_{n \ge 0}$.

Let $\sequence {X_n^T}_{n \ge 0}$ be the stopped process.

Then $\sequence {X_n^T}_{n \ge 0}$ is a $\sequence {\FF_n}_{n \ge 0}$-supermartingale.

Pages in category "Stopped Supermartingale is Supermartingale"

The following 2 pages are in this category, out of 2 total.