optional stopping theorem (Q2027347)
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A martingale's expected value at a stopping time equals its initial expected value
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | optional stopping theorem |
A martingale's expected value at a stopping time equals its initial expected value |
Statements
![{\displaystyle \mathbb {E} [X_{\tau }]\geq \mathbb {E} [X_{0}]}](https://wikimedia.org/api/rest_v1/media/math/render/svg/ca71c3fb5af01c261c597385d7825dca28507e06)
Identifiers
1 reference
Sitelinks
Wikipedia(7 entries)
- dewiki Optional Stopping Theorem
- enwiki Optional stopping theorem
- eswiki Teorema de la parada opcional
- frwiki Théorème d'arrêt de Doob
- hewiki משפט ברירת זמן העצירה
- itwiki Teorema di arresto opzionale di Doob
- plwiki Twierdzenie Dooba