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- Optional_stopping_theorem abstract "In probability theory, 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 wikiPageLength "9420".
- Optional_stopping_theorem wikiPageOutDegree "28".
- Optional_stopping_theorem wikiPageRevisionID "694748908".
- Optional_stopping_theorem wikiPageWikiLink Almost_surely.
- Optional_stopping_theorem wikiPageWikiLink Category:Articles_containing_proofs.
- Optional_stopping_theorem wikiPageWikiLink Category:Martingale_theory.
- Optional_stopping_theorem wikiPageWikiLink Category:Probability_theorems.
- Optional_stopping_theorem wikiPageWikiLink Category:Statistical_theorems.
- Optional_stopping_theorem wikiPageWikiLink Conditional_expectation.
- Optional_stopping_theorem wikiPageWikiLink Dominated_convergence_theorem.
- Optional_stopping_theorem wikiPageWikiLink Doobs_martingale_convergence_theorems.
- Optional_stopping_theorem wikiPageWikiLink Expected_value.
- Optional_stopping_theorem wikiPageWikiLink Filtration_(mathematics).
- Optional_stopping_theorem wikiPageWikiLink Fundamental_theorem_of_asset_pricing.
- Optional_stopping_theorem wikiPageWikiLink Join_and_meet.
- Optional_stopping_theorem wikiPageWikiLink Markov_chain.
- Optional_stopping_theorem wikiPageWikiLink Martingale_(betting_system).
- Optional_stopping_theorem wikiPageWikiLink Martingale_(probability_theory).
- Optional_stopping_theorem wikiPageWikiLink Mathematical_constant.
- Optional_stopping_theorem wikiPageWikiLink Mathematical_finance.
- Optional_stopping_theorem wikiPageWikiLink Monotone_convergence_theorem.
- Optional_stopping_theorem wikiPageWikiLink Probability_theory.
- Optional_stopping_theorem wikiPageWikiLink Random_walk.
- Optional_stopping_theorem wikiPageWikiLink Stopped_process.
- Optional_stopping_theorem wikiPageWikiLink Stopping_time.
- Optional_stopping_theorem wikiPageWikiLinkText "Optional stopping theorem".
- Optional_stopping_theorem wikiPageWikiLinkText "optional stopping theorem".
- Optional_stopping_theorem wikiPageUsesTemplate Template:!.
- Optional_stopping_theorem wikiPageUsesTemplate Template:=.
- Optional_stopping_theorem wikiPageUsesTemplate Template:EquationNote.
- Optional_stopping_theorem wikiPageUsesTemplate Template:EquationRef.
- Optional_stopping_theorem wikiPageUsesTemplate Template:Math.
- Optional_stopping_theorem wikiPageUsesTemplate Template:Mathcal.
- Optional_stopping_theorem wikiPageUsesTemplate Template:Refimprove.
- Optional_stopping_theorem wikiPageUsesTemplate Template:Reflist.
- 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 Process.
- Optional_stopping_theorem type Proof.
- Optional_stopping_theorem type Theorem.
- Optional_stopping_theorem comment "In probability theory, 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 stopping theorem".
- Optional_stopping_theorem sameAs Q2027347.
- Optional_stopping_theorem sameAs Optional_Stopping_Theorem.
- Optional_stopping_theorem sameAs Thxc3xa9orxc3xa8me_darrxc3xaat_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 wasDerivedFrom Optional_stopping_theorem?oldid=694748908.
- Optional_stopping_theorem isPrimaryTopicOf Optional_stopping_theorem.