diff --git a/inputs/lecture_20.tex b/inputs/lecture_20.tex index 711f6a7..d568afd 100644 --- a/inputs/lecture_20.tex +++ b/inputs/lecture_20.tex @@ -222,7 +222,7 @@ we need the following theorem, which we won't prove here: It is also clear that $X^T_n$ is integrable since \[ \bE[|X^T_n|] \le \sum_{k=1}^{n} \bE[|X_k|] < \infty. - \] + \] We have \begin{IEEEeqnarray*}{rCl} @@ -246,7 +246,7 @@ we need the following theorem, which we won't prove here: we get from the above that \[ \bE[X_T] \overset{n \ge M}{=} \bE[X^T_n] \begin{cases} - \le \bE[X_0] & \text{ supermartingale}, + \le \bE[X_0] & \text{ supermartingale},\\ = \bE[X_0] & \text{ martingale}. \end{cases} \] @@ -259,7 +259,7 @@ we need the following theorem, which we won't prove here: Then $\bP[T < \infty] = 1$, but \[ 1 = \bE[S_T] \neq \bE[S_0] = 0. - \] + \] \end{example} \begin{theorem}[Optional Stopping] @@ -269,7 +269,7 @@ we need the following theorem, which we won't prove here: taking values in $\N$. If one of the following holds - \begin{itemize}[(i)] + \begin{enumerate}[(i)] \item $T \le M$ is bounded, \item $(X_n)_n$ is uniformly bounded and $T < \infty$ a.s., @@ -277,7 +277,7 @@ we need the following theorem, which we won't prove here: and $|X_n(\omega) - X_{n-1}(\omega)| \le K$ for all $n \in \N, \omega \in \Omega$ and some $K > 0$, - \end{itemize} + \end{enumerate} then $\bE[X_T] \le \bE[X_0]$. If $(X_n)_n$ even is a martingale, then