A Formalization of Martingales in Isabelle/HOL

arXiv2311.06188MaRDI QIDQ6458889

Ata Keskin

Publication date: 10 November 2023

Has companion code repository: https://github.com/atakeskinn/martingales

Mathematics Subject Classification ID

Generalizations of martingales (60G48) General theory of stochastic processes (60G07)

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