local martingale
Sign in to savestochastic process satisfying the localized martingale property: i.e. such that there exists a sequence of stopping times, almost surely increasing and almost surely diverging, such that the corresponding stopped processes are martingales
In the Vinony graph
Vinony's link graph records 193 inbound references to local martingale, and connects out to martingale, Itō calculus and Markov chain.
It is catalogued under the topic Martingale theory.
Vinony links it to 5 Wikipedia language editions.
Wikidata facts
- Subclass of
- stochastic process
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Connections
martingale
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Itō calculus
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Markov chain
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stochastic process
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càdlàg function
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stopping time
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optional stopping theorem
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quadratic variation
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