Measure free martingales

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dc.creatorKarandikar, Rajeeva L
dc.creatorNadkarni, M G
dc.date2005-03-05
dc.date.accessioned2026-07-07T05:17:42Z
dc.date.available2026-07-07T05:17:42Z
dc.descriptionWe give a necessary and sufficient condition on a sequence of functions on a set $Ω$ under which there is a measure on $Ω$ which renders the given sequence of functions a martingale. Further such a measure is unique if we impose a natural maximum entropy condition on the conditional probabilities.
dc.description6 pages
dc.identifierhttps://arxiv.org/abs/math/0503099
dc.identifierhttp://arxiv.org/abs/math/0503099
dc.identifierProc. Indian Acad. Sci. (Math. Sci.), Vol. 115, No. 1, February 2005, pp. 111-116
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/74404
dc.subjectProbability
dc.subject60G42; 60G48
dc.titleMeasure free martingales
dc.typetext

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