Editing Martingale (probability theory) (section)

==References==
* {{springer|title=Martingale|id=p/m062570}}
* {{cite journal|title=The Splendors and Miseries of Martingales|journal= Electronic Journal for History of Probability and Statistics|volume=5|date=June 2009|issue=1|url=http://www.jehps.net/juin2009.html}}  Entire issue dedicated to Martingale probability theory (Laurent Mazliak and Glenn Shafer, Editors).
* {{cite book|first1=Paolo |last1=Baldi |first2=Laurent |last2=Mazliak |first3=Pierre |last3=Priouret|title=Martingales and Markov Chains|publisher= Chapman and Hall|year=1991| isbn =978-1-584-88329-6}}
* {{cite book| author-link=David Williams (mathematician)|first=David |last=Williams|title=Probability with Martingales|publisher= Cambridge University Press|year=1991| isbn =978-0-521-40605-5}}
* {{cite book|first=Hagen|last= Kleinert|author-link=Hagen Kleinert|title=Path Integrals in Quantum Mechanics, Statistics, Polymer Physics, and Financial Markets|edition= 4th|publisher= World Scientific |location=Singapore|year= 2004| isbn =981-238-107-4|url=http://www.physik.fu-berlin.de/~kleinert/b5 }}
* {{cite journal |title= Efficiency Testing of Prediction Markets: Martingale Approach, Likelihood Ratio and Bayes Factor Analysis | year=2021 |first1=Mark |last1=Richard |first2=Jan |last2=Vecer |journal=Risks |volume=9 |issue=2|page= 31 |doi= 10.3390/risks9020031 |doi-access= free |hdl=10419/258120 |hdl-access=free }}
* {{cite web |title=Martingales and Stopping Times: Use of martingales in obtaining bounds and analyzing algorithms |url=http://www.corelab.ece.ntua.gr/courses/rand-alg/slides/Martingales-Stopping_Times.pdf |publisher=University of Athens |first=Paris |last=Siminelakis |year=2010 |access-date=2010-06-18 |archive-url=https://web.archive.org/web/20180219020828/http://www.corelab.ece.ntua.gr/courses/rand-alg/slides/Martingales-Stopping_Times.pdf |archive-date=2018-02-19 |url-status=dead }}
* {{cite journal |zbl=0021.14601|last= Ville|first= Jean
|title=Étude critique de la notion de collectif|journal= Bulletin of the American Mathematical Society|language=fr|series=Monographies des Probabilités |volume=3 |issue= 11|pages= 824–825|place=Paris|year=1939|id=[https://dx.doi.org/10.1090/S0002-9904-1939-07089-4 Review by Doob]|url=https://books.google.com/books?id=ETY7AQAAIAAJ|doi= 10.1090/S0002-9904-1939-07089-4|doi-access=free|url-access=subscription}}
* Stroock, D. W. and Varadhan, S. R. S. (1979). ''Multidimensional Diffusion Processes''. Springer.
* Ethier, S. N. and Kurtz, T. G. (1986). ''Markov Processes: Characterization and Convergence''. Wiley.

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[[Category:Stochastic processes]]
[[Category:Martingale theory]]
[[Category:Game theory]]
[[Category:Paul Lévy (mathematician)]]