An exposition on the theory of martingale
Date of Publication
1992
Document Type
Bachelor's Thesis
Degree Name
Bachelor of Science in Mathematics
College
College of Science
Department/Unit
Mathematics and Statistics
Abstract/Summary
This study provides a detailed discussion of the Martingale theory and its properties. To elaborate definitions and properties, conditional expectation is the primary theorem used in this paper.Several examples of martingale properties are presented and step by step outline of proofs for each remark is discussed. The relationships among martingale, submartingale and supermartingale are taken into account.The results of this study reveal that martingales have broad scope and diverse domains of uses in general probability theory and analysis.It is recommended that researchers pursue further studies on the other properties of martingales and emphasis be given extensively on the application of submartingales and super martingales.Further studies may be conducted on the examples of application of stochastic processes, Optional Sampling Theorem and Martingale Convergence Theorem are likewise recommended to researchers.
Abstract Format
html
Language
English
Format
Accession Number
TU05718
Shelf Location
Archives, The Learning Commons, 12F, Henry Sy Sr. Hall
Physical Description
43 leaves
Keywords
Martingales (Mathematics)
Recommended Citation
Buendia, A., & Jamisal, G. M. (1992). An exposition on the theory of martingale. Retrieved from https://animorepository.dlsu.edu.ph/etd_bachelors/15968
