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4Â¥2011-11-04 21:09:55
Jackie2011
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E[S(n+1) | F(n+m)]=E[S(n+1)|F0 ]£¬ÒòΪn+m>=n+1; ¶ø{Sn}ÊÇmartingale adapted to the filtration {Fn}£¬ E[S(n+1) | Fn]=Sn£¬¹Ê¶þÕßÒ»°ã²»ÏàµÈ£¡ |

2Â¥2011-11-03 11:02:20
jollage
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3Â¥2011-11-04 07:08:24
jollage
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- ×¢²á: 2009-04-15
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5Â¥2011-11-05 09:42:06













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