fixed error

This commit is contained in:
Josia Pietsch 2023-07-15 15:08:17 +02:00
parent 9019423e48
commit 65388d60b2
Signed by untrusted user who does not match committer: jrpie
GPG key ID: E70B571D66986A2D
3 changed files with 5 additions and 2 deletions

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@ -1,5 +1,5 @@
pdf: init pdf: init
latexmk < /dev/null latexmk -halt-on-error < /dev/null
clean: clean:
latexmk -c latexmk -c

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@ -208,7 +208,7 @@ we need the following theorem, which we won't prove here:
then $X^T$ is also a supermartingale, then $X^T$ is also a supermartingale,
and we have $\bE[X_{T \wedge n}] \le \bE[X_0]$ for all $n$. and we have $\bE[X_{T \wedge n}] \le \bE[X_0]$ for all $n$.
If $(X_n)_n$ is a martingale, then so is $X^T$ If $(X_n)_n$ is a martingale, then so is $X^T$
and $\bE[X_{T \wedge n}] \le \bE[X_0]$. and $\bE[X_{T \wedge n}] = \bE[X_0]$.
\end{theorem} \end{theorem}
\begin{proof} \begin{proof}
First, we need to show that $X^T$ is adapted. First, we need to show that $X^T$ is adapted.

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@ -24,6 +24,9 @@
\usepackage{float} \usepackage{float}
%\usepackage{algorithmicx} %\usepackage{algorithmicx}
% \font\nullfont=cmr10
\usepackage{pgfplots} \usepackage{pgfplots}
\pgfplotsset{compat = newest} \pgfplotsset{compat = newest}