1. Limited time only! Sign up for a free 30min personal tutor trial with Chegg Tutors
    Dismiss Notice
Dismiss Notice
Join Physics Forums Today!
The friendliest, high quality science and math community on the planet! Everyone who loves science is here!

Homework Help: A question about martingale

  1. Oct 11, 2008 #1
    question in attached file.
    thanks in advance

    Attached Files:

    • 1.jpg
      File size:
      30 KB
  2. jcsd
  3. Oct 11, 2008 #2
    the lecture told us to think about that this way:
    if 0<t1<t2<---<tk<t
    1. first, what is the conditional probability of z_n(t)-z_n(tk) given that z_n(t1),z_n(t2)...z_n(tk) ?
    2. is this process z_n(t) Markovian?
Share this great discussion with others via Reddit, Google+, Twitter, or Facebook