stopped martingale

stopped martingale
мат. остановленный мартингал

Большой англо-русский и русско-английский словарь. 2001.

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Смотреть что такое "stopped martingale" в других словарях:

  • 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

  • Local martingale — In mathematics, a local martingale is a type of stochastic process, satisfying the localized version of the martingale property. Every martingale is a local martingale; every bounded local martingale is a martingale; however, in general a local… …   Wikipedia

  • Optional stopping theorem — In probability theory, the optional stopping theorem (or Doob s optional sampling theorem) says that, under certain conditions, the expected value of a martingale at a stopping time is equal to its initial value (and also expected value at any… …   Wikipedia

  • Stopping time — Example of a stopping time: a hitting time of Brownian motion In probability theory, in particular in the study of stochastic processes, a stopping time (also Markov time) is a specific type of “random time”. The theory of stopping rules and… …   Wikipedia

  • Show jumping — Show jumping, also known as stadium jumping or jumpers, is a member of a family of English riding equestrian events that also includes dressage, eventing, hunters and equitation. Jumping classes are commonly seen at horse shows throughout the… …   Wikipedia

  • stop — Synonyms and related words: English horn, abandon, abjure, abort, afterthought, allophone, alveolar, anchorage, apico alveolar, apico dental, arrest, arrestation, articulation, aspiration, assimilation, awe, baffle, ban, bar, barricade, barrier,… …   Moby Thesaurus

  • Polo — For other uses, see Polo (disambiguation). Polo players Polo is a team sport played on horseback in which the objective is to score goals against an opposing team. Sometimes called, The Sport of Kings , it was highly popularized by the British.… …   Wikipedia


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