Martingales

  • Bert Fristedt
  • Lawrence Gray
Chapter
Part of the Probability and its Applications book series (PA)

Abstract

We will treat what many would regard as the most important type of random sequence, for it is both intrinsically natural and also a tool for treating other topics in probability. Martingales are particularly important in the study of Markov sequences and Markov processes, as will be seen later in this book.

Keywords

Filtration Stake Verse 

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Copyright information

© Springer Science+Business Media New York 1997

Authors and Affiliations

  • Bert Fristedt
    • 1
  • Lawrence Gray
    • 1
  1. 1.School of MathematicsUniversity of MinnesotaMinneapolisUSA

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