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Wald's martingale

martingale representing geometric Brownian motion
Thing martingale Q7961358
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Wald's martingale

Summary

Wald's martingale is a martingale[1].

Key Facts

  • Wald's martingale's instance of is recorded as martingale[2].
  • Wald's martingale's Freebase ID is recorded as /m/0py0j0_[3].
  • Wald's martingale's defining formula is recorded as \left{\exp \left(\lambda W_{t}-{\frac {1}{2}}\lambda ^{2}t\right),t\geq 0\right}[4].
  • Wald's martingale's maintained by WikiProject is recorded as WikiProject Mathematics[5].
  • Wald's martingale's in defining formula is recorded as W_t[6].

References

Programmatic citations — every numbered marker resolves to a verifiable graph row below.

Direct Wikidata claims

  1. [2] ↑ . wikidata.org.
  2. [3] ↑ . wikidata.org.
  3. [4] ↑ . wikidata.org.
  4. [5] ↑ . wikidata.org.
  5. [6] ↑ . wikidata.org.

Class ancestry

  1. [1] ↑ . Wikidata. wikidata.org.

📑 Cite this page

Use these citations when quoting this entity in research, articles, AI prompts, or wherever provenance matters. We aggregate Wikidata + Wikipedia + authoritative open-data sources; the stitched, scored, cross-referenced view is what 4ort.xyz contributes.

APA 4ort.xyz Knowledge Graph. (2026). Wald's martingale. Retrieved May 3, 2026, from https://4ort.xyz/entity/wald-s-martingale
MLA “Wald's martingale.” 4ort.xyz Knowledge Graph, 4ort.xyz, 3 May. 2026, https://4ort.xyz/entity/wald-s-martingale.
BibTeX @misc{4ortxyz_wald-s-martingale_2026, author = {{4ort.xyz Knowledge Graph}}, title = {{Wald's martingale}}, year = {2026}, url = {https://4ort.xyz/entity/wald-s-martingale}, note = {Accessed: 2026-05-03}}
LLM prompt According to 4ort.xyz Knowledge Graph (aggregator of Wikidata, Wikipedia, and authoritative open-data sources): Wald's martingale — https://4ort.xyz/entity/wald-s-martingale (retrieved 2026-05-03)

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