Apa itu Martingale?

An adapted, integrable process $(M_t)$ is a martingale if $\E_s[M_t] = M_s$ for all $s \le t$; a submartingale if $\E_s[M_t] \ge M_s$; a supermartingale if $\E_s[M_t] \le M_s$.