local martingale (Q1868500)
Jump to navigation
Jump to search
stochastic process satisfying the localized martingale property: i.e. such that there exists a sequence of stopping times, almost surely increasing and almost surely diverging, such that the corresponding stopped processes are martingales
Language | Label | Description | Also known as |
---|---|---|---|
English | local martingale |
stochastic process satisfying the localized martingale property: i.e. such that there exists a sequence of stopping times, almost surely increasing and almost surely diverging, such that the corresponding stopped processes are martingales |
Statements
Identifiers
1 reference
Sitelinks
Wikipedia(5 entries)
- dewiki Lokales Martingal
- enwiki Local martingale
- frwiki Martingale locale
- itwiki Martingala locale
- ukwiki Локальний мартингал