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发帖数: 2065 | 1 A Martingale must be a Markov process.
Is it right?
If not, can you give me a counter example?
Thanks! | x***e
发帖数: 30 | 2 NO!
a process as following is martingale but not markov:
stage 0: 4
stage 1.1: 4
1.2: 4
stage 2.1.1: 1
2.1.2: 7
2.2.1: 4
2.2.2: 4
Now, I don't know if you have an example for a markov but not martinagle. |
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