Can I read Measure Free Martingales on EtoBox?

Measure Free Martingales by Karandikar, Rajeeva L; Nadkarni, M G is a scholarly article available to read on EtoBox.

What is Measure Free Martingales about?

We give a necessary and sufficient condition on a sequence of functions on a set $\Omega$ under which there is a measure on $\Omega$ which renders the given sequence of functions a martingale. Further such a measure is unique if we impose a natural maximum entropy condition on the conditional probabilities.

Author

Karandikar, Rajeeva L; Nadkarni, M G

Published

2005

Language

EN