(adsbygoogle = window.adsbygoogle || []).push({}); 1. The problem statement, all variables and given/known data

http://img411.imageshack.us/img411/4274/50122514bc3.png [Broken]

2. Relevant equations

http://img133.imageshack.us/img133/4624/68596500xm4.png [Broken]

3. The attempt at a solution

I don't know how to start I've found this:

Let X be the the winnings per bet and let the total profit be T then:

[tex]T= \sum X_I [/tex]

But how must I proceed?

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# Homework Help: Stochastic processes: martingales

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