optional stopping theorem
Sign in to savemartingale's expected value at a stopping time equals its initial expected value
In the Vinony graph
Vinony's link graph records 197 inbound references to optional stopping theorem, and connects out to martingale, International Standard Book Number and natural number.
Vinony files it under Martingale theory, Theorems in probability theory and Theorems in statistics.
Vinony links it to 9 Wikipedia language editions.
Wikidata facts
- Instance of
- theorem
- Part of
- list of theorems
- Named after
- Joseph Leo Doob
Show 2 more facts
- different from
- optimal stopping
- maintained by WikiProject
- WikiProject Mathematics
via Wikidata · CC0
Connections
martingale
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International Standard Book Number
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natural number
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probability theory
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absolute value
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mathematical constant
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expectation
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Markov chain
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mathematical finance
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random walk
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conditional expectation
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dominated convergence theorem
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almost surely
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martingale
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monotone convergence theorem
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Joseph Leo Doob
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stopping time
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filtration
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Fundamental theorem of asset pricing
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optimal stopping
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