semimartingale

From Wiktionary, the free dictionary
Jump to navigation Jump to search

English

[edit]

Etymology

[edit]

From semi- +‎ martingale.

Noun

[edit]
English Wikipedia has an article on:
Wikipedia

semimartingale (plural semimartingales)

  1. (mathematics) A form of probability process that is the sum of a martingale and another form of process