local martingale (Q1868500)
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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 |
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Wikipedia(5 entries)
- dewiki Lokales Martingal
- enwiki Local martingale
- frwiki Martingale locale
- itwiki Martingala locale
- ukwiki Локальний мартингал