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One can only guess how much fun he'd have had in the world of financial mathematics... but that field was a bit beyond what he was allowed to dabble in.

Un roi sans divertissement est un homme plein de misères
by linca (antonin POINT lucas AROBASE gmail.com) on Wed Sep 2nd, 2009 at 09:59:30 AM EST
[ Parent ]
Shiryaev is a good example of what may be expected, though...

$E(X_t|F_s) = X_s,\quad t > s$
by martingale on Wed Sep 2nd, 2009 at 07:34:14 PM EST
[ Parent ]


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