ThmDex – An index of mathematical definitions, results, and conjectures.
F11109
Formulation 1
Let $P = (\Omega, \mathcal{F}, \mathbb{P},\{ \mathcal{G}_j \}_{j \in J})$ be a D1726: Filtered probability space such that
(i) $X : J \to \mathsf{Random}(\Omega \to \mathbb{R}^D)$ is a D5710: Euclidean real martingale on $P$
Then \begin{equation} \forall \, i, j \in J : \mathbb{E}(X_i) = \mathbb{E}(X_j) \end{equation}