 Optional sampling theorem for a supermartingale

ID: optional-sampling-theorem-for-a-supermartingale

Codex  0 Created 2026-09-24 Updated 2026-10-07

σ \leq τ

E [V_{τ} ∣ F_{σ}] \leq V_{σ}

; equality holds for a martingale.

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