Commit 2022-09-15 11:57 54882236
View on Github →feat(probabiliy/martingale): centering lemma (#16517) We provide the decomposition of an adapted and integrable stochastic process into a predictable part and a martingale part.
feat(probabiliy/martingale): centering lemma (#16517) We provide the decomposition of an adapted and integrable stochastic process into a predictable part and a martingale part.