it is called a super-martingale. An important result is Jensen's inequality. Theorem. If Xn is a martingale and if φ(x) is a convex function of x then φ(Xn) = Yn is. M is a submartingale if and only if −M is a supermartingale and M is a martingale if it is both a submartingale and a supermartingale. The basic. Ein Leitfaden zur Anwendung das Super Martingale System im Casino.