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1 интегрируемый мартингал
Русско-английский научно-технический словарь Масловского > интегрируемый мартингал
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2 интегрируемый мартингал
Mathematics: integrable martingaleУниверсальный русско-английский словарь > интегрируемый мартингал
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3 интегрируемый с квадратом мартингал
Mathematics: square-integrable martingaleУниверсальный русско-английский словарь > интегрируемый с квадратом мартингал
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4 равномерно интегрируемый мартингал
Mathematics: uniformly integrable martingaleУниверсальный русско-английский словарь > равномерно интегрируемый мартингал
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5 равномерно интегрируемый мартингал
Русско-английский научно-технический словарь Масловского > равномерно интегрируемый мартингал
См. также в других словарях:
Martingale (calcul stochastique) — Pour les articles homonymes, voir martingale (homonymie). En calcul stochastique, une martingale désigne un type de processus stochastique, c est à dire un processus aléatoire et dynamique. Ce type de processus X est tel que sa valeur espérée… … Wikipédia en Français
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 representation theorem — In probability theory, the martingale representation theorem states that a random variable which is measurable with respect to the filtration generated by a Brownian motion can be written in terms of an Itô integral with respect to this Brownian… … Wikipedia
Doob's martingale convergence theorems — In mathematics specifically, in stochastic analysis Doob s martingale convergence theorems are a collection of results on the long time limits of supermartingales, named after the American mathematician Joseph Leo Doob. Contents 1 Statement of… … Wikipedia
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
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
Doob–Meyer decomposition theorem — The Doob–Meyer decomposition theorem is a theorem in stochastic calculus stating the conditions under which a submartingale may be decomposed in a unique way as the sum of a martingale and a continuous increasing process. It is named for J. L.… … Wikipedia
Girsanov theorem — In probability theory, the Girsanov theorem tells how stochastic processes change under changes in measure. The theorem is especially important in the theory of financial mathematics as it tells how to convert from the physical measure which… … Wikipedia
Doléans-Dade exponential — In stochastic calculus, the Doléans Dade exponential, Doléans exponential, or stochastic exponential, of a semimartingale X is defined to be the solution to the stochastic differential equation dYt = Yt dXt with initial condition Y0 = 1. The… … Wikipedia
MARTINGALES (THÉORIE DES) — Le mot «martingale» évoque l’idée d’une stratégie pour gagner aux jeux de hasard. Cette notion tient une place essentielle dans toute la théorie des probabilités et s’est révélée être un langage très riche dans de nombreux domaines des… … Encyclopédie Universelle
Hardy space — In complex analysis, the Hardy spaces (or Hardy classes) Hp are certain spaces of holomorphic functions on the unit disk or upper half plane. They were introduced by Frigyes Riesz (Riesz 1923), who named them after G. H. Hardy, because of the… … Wikipedia