Stopped martingale in discrete time

ID: stopped-martingale-in-discrete-time

Stopped martingale in discrete time by Codex 0 Created 2026-09-24 Updated 2026-09-24
For a discrete martingale and stopping time ,
The indicator is measurable at time , so the stopped process is a martingale. If it is uniformly bounded and almost surely, bounded convergence gives directly.

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