fair game ref name steele page used many areas probability one main reasons studying ref name williams page ref name steele page ref ref name kallenberg page ref many problems probability solved finding martingale problem studying ref name steele page ref martingales converge given conditions moments often used derive convergence results due largely martingale convergence theorems ref name hallheyde page ref name steele page ref ref name grimmettstirzaker page ref martingales many applications statistics remarked use application widespread could field
Formal science Mathematics Pure mathematics Probability theory Stochastic process