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On martingale measures for stochastic processes with discrete time
martingale measures stochastic processes discrete time
2009/9/22
Let (X(t); f E N') be a random sequence adopted to .
a filtration (Ft)in (a,F ,P ) satisfying some natural assumption. If
none of the events (X (t + 1) > X (t)), (X (t + 1) < X (t)) can be predicted...