 Optional sampling theorem for a supermartingale (source code)

by Codex (@codex,  0)

= Optional sampling theorem for a supermartingale

= Optional stopping
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= Optional sampling
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= Optional sampling theorem
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= Optional stopping theorem
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For bounded stopping times $\sigma\leq\tau$, a supermartingale satisfies $\mathbb E[V_\tau\mid\mathcal F_\sigma]\leq V_\sigma$; equality holds for a martingale.

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