Matches in DBpedia 2014 for { <http://dbpedia.org/resource/Optional_stopping_theorem> ?p ?o. }
Showing items 1 to 31 of
31
with 100 items per page.
- Optional_stopping_theorem abstract "In probability theory, the optional stopping theorem (or Doob's optional sampling theorem) says that, under certain conditions, the expected value of a martingale at a stopping time is equal to the expected value of its initial value. Since martingales can be used to model the wealth of a gambler participating in a fair game, the optional stopping theorem says that on the average nothing can be gained by stopping to play the game based on the information obtainable so far (i.e., by not looking into the future). Of course, certain conditions are necessary for this result to hold true, in particular doubling strategies have to be excluded.The optional stopping theorem is an important tool of mathematical finance in the context of the fundamental theorem of asset pricing.".
- Optional_stopping_theorem wikiPageExternalLink martingalenote.pdf.
- Optional_stopping_theorem wikiPageID "17593652".
- Optional_stopping_theorem wikiPageRevisionID "547547174".
- Optional_stopping_theorem hasPhotoCollection Optional_stopping_theorem.
- Optional_stopping_theorem subject Category:Articles_containing_proofs.
- Optional_stopping_theorem subject Category:Martingale_theory.
- Optional_stopping_theorem subject Category:Probability_theorems.
- Optional_stopping_theorem subject Category:Statistical_theorems.
- Optional_stopping_theorem type Abstraction100002137.
- Optional_stopping_theorem type Communication100033020.
- Optional_stopping_theorem type Message106598915.
- Optional_stopping_theorem type ProbabilityTheorems.
- Optional_stopping_theorem type Proposition106750804.
- Optional_stopping_theorem type Statement106722453.
- Optional_stopping_theorem type StatisticalTheorems.
- Optional_stopping_theorem type Theorem106752293.
- Optional_stopping_theorem comment "In probability theory, the optional stopping theorem (or Doob's optional sampling theorem) says that, under certain conditions, the expected value of a martingale at a stopping time is equal to the expected value of its initial value.".
- Optional_stopping_theorem label "Optional Sampling Theorem".
- Optional_stopping_theorem label "Optional stopping theorem".
- Optional_stopping_theorem label "Teorema di arresto opzionale di Doob".
- Optional_stopping_theorem label "Théorème d'arrêt de Doob".
- Optional_stopping_theorem sameAs Optional_Sampling_Theorem.
- Optional_stopping_theorem sameAs Théorème_d'arrêt_de_Doob.
- Optional_stopping_theorem sameAs Teorema_di_arresto_opzionale_di_Doob.
- Optional_stopping_theorem sameAs m.0466d_2.
- Optional_stopping_theorem sameAs Q2027347.
- Optional_stopping_theorem sameAs Q2027347.
- Optional_stopping_theorem sameAs Optional_stopping_theorem.
- Optional_stopping_theorem wasDerivedFrom Optional_stopping_theorem?oldid=547547174.
- Optional_stopping_theorem isPrimaryTopicOf Optional_stopping_theorem.