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17: Martingales

Última actualización

31 oct 2022
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- 16.23: Cadenas de ramificación de tiempo continuo
- 17.1: Introducción a las Martingalgas

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Las martingalgas y sus primos, las sub-martingales y las súper martingales son procesos estocásticos de valor real que son generalizaciones abstractas de procesos de juego justos, favorables e injustos. La importancia de las martingales se extiende mucho más allá del juego, y de hecho estos procesos aleatorios se encuentran entre los más importantes en la teoría de la probabilidad, con una increíble cantidad y diversidad de aplicaciones.

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