- bounded martingale
- мат. ограниченный мартингал
Большой англо-русский и русско-английский словарь. 2001.
Большой англо-русский и русско-английский словарь. 2001.
Martingale (probability theory) — For the martingale betting strategy , see martingale (betting system). Stopped Brownian motion is an example of a martingale. It can be used to model an even coin toss betting game with the possibility of bankruptcy. In probability theory, a… … Wikipedia
Martingale central limit theorem — In probability theory, the central limit theorem says that, under certain conditions, the sum of many independent identically distributed random variables, when scaled appropriately, converges in distribution to a standard normal distribution.… … Wikipedia
Resource bounded measure — Lutz s resource bounded measure is a generalisation of Lebesgue measure to complexity classes. It was originally developed by Jack Lutz. Just as Lebesgue measure gives a method to quantify the size of subsets of the Euclidean space R^n, resource… … Wikipedia
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Itō calculus — Itō calculus, named after Kiyoshi Itō, extends the methods of calculus to stochastic processes such as Brownian motion (Wiener process). It has important applications in mathematical finance and stochastic differential equations.The central… … Wikipedia
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Azuma's inequality — In probability theory, the Azuma Hoeffding inequality (named after Kazuoki Azuma and Wassily Hoeffding) gives a concentration result for the values of martingales that have bounded differences.Suppose { X k : k = 0, 1, 2, 3, ... } is a martingale … Wikipedia
Quadratic variation — In mathematics, quadratic variation is used in the analysis of stochastic processes such as Brownian motion and martingales. Quadratic variation is just one kind of variation of a process. Definition Suppose that X t is a real valued stochastic… … Wikipedia
Itō diffusion — In mathematics mdash; specifically, in stochastic analysis mdash; an Itō diffusion is a solution to a specific type of stochastic differential equation. Itō diffusions are named after the Japanese mathematician Kiyoshi Itō.OverviewA (time… … Wikipedia
Semimartingale — In probability theory, a real valued process X is called a semimartingale if it can be decomposed as the sum of a local martingale and an adapted finite variation process.Semimartingales are good integrators , forming the largest class of… … Wikipedia