Discrete Stochastic Integration
We present in this article a game of chance (Saint Petersburg Paradox) and generalize it on a probability space as an example of a previsible (predictable) process, from which we get a discrete stochastic integration (DSI). Then we define a martingale and present it as a good integrator of a discr...
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| Format: | Article |
| Language: | Arabic |
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Tishreen University
2018-10-01
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| Series: | مجلة جامعة تشرين للبحوث والدراسات العلمية، سلسلة العلوم الأساسية |
| Online Access: | http://journal.tishreen.edu.sy/index.php/bassnc/article/view/4028 |