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Elect. Comm. In Prob ab. 2 (1997) 7181ELECTRONIC COMMUNICATIONS in PROBABILITYMARTINGALE REPRESENTATION AND A SIMPLE PROOF OF LOGARITHMIC MOBILE INEQUALITIES ON PATH SPACES MARSEILLE CAPTAIN Department

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What is martingale representation?

Martingale representation is a mathematical concept used in probability theory and stochastic processes, often in the study of random walks and gambler's ruin.

Who is required to file martingale representation?

Martingale representation is typically used in academic research, finance, and gambling industries.

How to fill out martingale representation?

Martingale representation is filled out by expressing a given random variable as the sum of its conditional expectation and a martingale.

What is the purpose of martingale representation?

The purpose of martingale representation is to decompose a random variable into a predictable part (conditional expectation) and an unpredictable part (martingale).

What information must be reported on martingale representation?

Information reported on martingale representation includes the random variable, conditional expectation, and martingale components.

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