Linked from

The 11 pages that link to Martingale, each with the reason it gives.

• Stochastic processBroader topic: It is a process with no predictable gain given its available history.

• Conditional expectationRelated: The martingale condition is stated directly through conditional expectations.

• Filtration (probability theory)Related: The martingale condition takes conditional expectations with respect to the filtration.

• Risk-neutral measureNarrower topic: Discounted asset prices must have this property under the risk-neutral measure.

• Gambler’s ruinRelated: For fair bets, the gambler’s fortune is a martingale, enabling boundary-probability arguments.

• Optional stopping theoremNarrower topic: The theorem applies to martingales and preserves their expected value under suitable stopping conditions.

• Paul LévyRelated: Martingales describe a different structural property than Lévy’s independent-increment condition.

• Doob martingaleNarrower topic: Every Doob martingale satisfies this defining no-drift property.

• Doob's martingale inequalityRelated: Martingales are the central special case of the submartingales covered by Doob's bounds.

• Fundamental theorem of asset pricingNarrower topic: Discounted prices under the measure supplied by the theorem satisfy this property.

• Azuma's inequalityNarrower topic: Azuma's inequality applies to martingales, not arbitrary sequences of random variables.