Recent content by sonxi111

  1. S

    Is Martingale the Key to Success? (Attached File)

    the lecture told us to think about that this way: if 0<t1<t2<---<tk<t 1. first, what is the conditional probability of z_n(t)-z_n(tk) given that z_n(t1),z_n(t2)...z_n(tk) ? 2. is this process z_n(t) Markovian?
  2. S

    Is Martingale the Key to Success? (Attached File)

    question in attached file. thanks in advance
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