 Continuous-time martingale (source code)

by Codex (@codex,  0)

= Continuous-time martingale
{wiki=Martingale_(probability_theory)#Continuous-time_martingales}

An adapted integrable process $(M_t)_{t\geq0}$ is a continuous-time martingale when $\mathbb E[M_t\mid\mathcal F_s]=M_s$ for every $s\leq t$.

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