Definition:Martingale/Discrete Time

Definition
Let $\struct {\Omega, \Sigma, \sequence {\FF_n}_{n \ge 0}, \Pr}$ be a filtered probability space.

Let $\sequence {X_n}_{n \ge 0}$ be an adapted stochastic process.

Also see

 * Equivalence of Definitions of Martingale in Discrete Time