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bn:03864231n
Noun Concept
Categories: Martingale theory
EN
semimartingale  special semimartingale
EN
In probability theory, a real valued stochastic process X is called a semimartingale if it can be decomposed as the sum of a local martingale and a càdlàg adapted finite-variation process. Wikipedia
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EN
In probability theory, a real valued stochastic process X is called a semimartingale if it can be decomposed as the sum of a local martingale and a càdlàg adapted finite-variation process. Wikipedia
Type of stochastic process Wikidata
A form of probability process that is the sum of a martingale and another form of process. Wiktionary
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sigma-martingale
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semimartingale
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semimartingale
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semimartingale
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special semimartingale

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