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Remark on strong martingales and the linear embedding of tactics |
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| Authors: | Christian Grillenberger Ulrich Krengel |
| Institution: | University of Göttingen, Göttingen, West Germany |
| Abstract: | It is shown that 2-parameter strong martingales in the sense of Walsh can be transformed into 1-parameter martingales by the “embedding of tactics” and can be characterized by this property. |
| Keywords: | Strong martingale tactic adapted flood |
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