fixed error
This commit is contained in:
parent
9019423e48
commit
65388d60b2
3 changed files with 5 additions and 2 deletions
2
Makefile
2
Makefile
|
@ -1,5 +1,5 @@
|
|||
pdf: init
|
||||
latexmk < /dev/null
|
||||
latexmk -halt-on-error < /dev/null
|
||||
|
||||
clean:
|
||||
latexmk -c
|
||||
|
|
|
@ -208,7 +208,7 @@ we need the following theorem, which we won't prove here:
|
|||
then $X^T$ is also a supermartingale,
|
||||
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 $X^T$
|
||||
and $\bE[X_{T \wedge n}] \le \bE[X_0]$.
|
||||
and $\bE[X_{T \wedge n}] = \bE[X_0]$.
|
||||
\end{theorem}
|
||||
\begin{proof}
|
||||
First, we need to show that $X^T$ is adapted.
|
||||
|
|
|
@ -24,6 +24,9 @@
|
|||
\usepackage{float}
|
||||
%\usepackage{algorithmicx}
|
||||
|
||||
|
||||
% \font\nullfont=cmr10
|
||||
|
||||
\usepackage{pgfplots}
|
||||
\pgfplotsset{compat = newest}
|
||||
|
||||
|
|
Reference in a new issue