Both martingales and the idea that martingales should apply to personal subjective probability assessments, actually I’m not sure how they are used elsewhere. There’s a decent chance I studied the pure math behind it at some point (I studied both pure math and economics in undergrad), but it’s definitely the type of thing I think about subjectively/intuitively much more than as a proof technique.
Martingales or personal probability assignments?
Both martingales and the idea that martingales should apply to personal subjective probability assessments, actually I’m not sure how they are used elsewhere. There’s a decent chance I studied the pure math behind it at some point (I studied both pure math and economics in undergrad), but it’s definitely the type of thing I think about subjectively/intuitively much more than as a proof technique.