Login Preferences
About News Publications Statistics Downloads API Guide License How to use Preferences
bn:03864231n
Noun Concept
SYL
No term available
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
Relations
Sources
HAS KIND
EN
sigma-martingale

Please note that, in order to improve your browsing experience on this website, BabelNet® uses various types of cookies, including: browsing functionality, performance and statistical cookies.

By continuing to browse the site you are agreeing to our use of cookies. OK

License