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The document discusses the concept of martingales in probability theory, which originated from gambling notions but has evolved into a sophisticated mathematical tool. It provides definitions and examples of martingales, submartingales, and supermartingales, illustrating their applications in various fields. The author, J. L. Doob, emphasizes the importance of conditional expectations and the relationship between martingales and other areas of mathematics.

Author

Ghita Hatimi

Language

EN