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Quiz · Ch.2
Immediate feedback after each question. Best score is stored locally.
Question 1 / 4
A process
M
M
M
is a martingale if it is adapted, integrable, and:
E
[
M
t
∣
F
s
]
=
M
s
\mathbb{E}[M_t\mid\mathcal{F}_s]=M_s
E
[
M
t
∣
F
s
]
=
M
s
for
s
≤
t
s\le t
s
≤
t
E
[
M
t
∣
F
s
]
=
0
\mathbb{E}[M_t\mid\mathcal{F}_s]=0
E
[
M
t
∣
F
s
]
=
0
M
t
M_t
M
t
is independent of
F
s
\mathcal{F}_s
F
s
M
t
=
M
0
M_t=M_0
M
t
=
M
0
a.s.
Check answer
x
x
x