A process (X_n) adapted to a filtration (ℱ_n) with E[|X_n|]<∞ and E[X_{n+1}|ℱ_n]=X_n. Abstracts 'fair game'; Doob's theorems drive much of modern probability.
A process (X_n) adapted to a filtration (ℱ_n) with E[|X_n|]<∞ and E[X_{n+1}|ℱ_n]=X_n. Abstracts 'fair game'; Doob's theorems drive much of modern probability.