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1 martingale theorem
Большой англо-русский и русско-английский словарь > martingale theorem
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2 martingale theorem
Математика: теорема о мартингалах -
3 martingale theorem
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4 theorem
- analytical hierarchy theorem - arithmetical hierarchy theorem - closed range theorem - formally provable theorem - implicit function theorem - initial value theorem - integral representation theorem - local limit theorem - maximal ergodic theorem - mean value theorem - normal form theorem - ratio limit theorem - rational root theorem - second mean value theorem - theorem of consistency proofs - theorem of corresponding states - three line theorem - three series theorem - uniform convergence theorem - uniform ergodic theorem - uniform mean value theoremtheorem implies — из теоремы следует, что…
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5 martingale convergence theorem
Математика: теорема о сходимости мартингалаУниверсальный англо-русский словарь > martingale convergence theorem
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6 martingale convergence theorem
English-Russian scientific dictionary > martingale convergence theorem
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7 теорема о мартингалах
Большой англо-русский и русско-английский словарь > теорема о мартингалах
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8 integral
nounинтеграл mpath integral функциональный/континуальный интеграл, интеграл по траекториямstochastic integral with respect to a martingale стохастический интеграл по мар- тингалуstochastic integral with respect to a martingale measure стохастический интеграл по мартингальной мереstochastic integral with respect to a random measure стохастический интеграл по случайной мереstochastic integral with respect to a semi-martingale стохастический интеграл по семимартингалуsymmetric stochastic integral симметрический стохастический интеграл, интеграл СтратоновичаАнглийский-русский словарь по теории вероятностей, статистике и комбинаторике > integral
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9 local
adjлокальныйАнглийский-русский словарь по теории вероятностей, статистике и комбинаторике > local
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10 process
1) процесс2) процедура3) технологический процесс || технологический4) приём, способ5) обрабатывать; перерабатывать•process with independent increments — процесс с независимыми приращениями, аддитивный процесс
process with nonstationary increments — процесс с нестационарными приращениями, неоднородный во времени процесс
process with stationary and independent increments — процесс со стационарными и независимыми приращениями, однородный процесс
- absorbing barrier process - basic oxygen process - direct reduction process - discrete process - discrete-time process - linearly singular process - locally integrable process - locally stable process - multistep process - multivariate process - N-dimensional process - partially mixing process - process of hidden periodicities - steady stochastic process - temporally homogeneous process - weakly ergodic process - weakly stationary processprocess with stationary increments — процесс со стационарными приращениями, однородный во времени процесс
См. также 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
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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
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Central limit theorem — This figure demonstrates the central limit theorem. The sample means are generated using a random number generator, which draws numbers between 1 and 100 from a uniform probability distribution. It illustrates that increasing sample sizes result… … 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
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
Doob decomposition theorem — In the theory of discrete time stochastic processes, a part of the mathematical theory of probability, the Doob decomposition theorem gives a unique decomposition of any submartingale as the sum of a martingale and an increasing predictable… … 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
