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Supermartingale majorant bound
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0
)
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Mathematics
Area of mathematics
Probability and statistics
Probability theory
Martingale
Supermartingale
Created
2026-09-24
Updated
2026-10-03
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If
a
supermartingale
V
dominates an adapted reward process
Z
, optional sampling gives
E
Z
τ
≤
V
0
for every bounded
stopping time
τ
.
Ancestors
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Supermartingale
Martingale
Probability theory
Probability and statistics
Area of mathematics
Mathematics
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