TD 4 MARTINGALES - TEMPS D'ARR ?ET Exercice 1 (Une trivialité ...
En considérant la martingale arrêtée (Mn?T )n?0, calculer P(T = T0) et P(T = TN ). Correction : Corrigé page 184 du poly de J.F. Le Gall. Exercice 5 (Deux ...
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