Semimartingale

Übersetzung von "semimartingale" ins Russisch

semimartingale

Substantiv

/ˌsɛmɪˈmɑːtɪŋɡeɪl/

/ˌsɛmɪˈmɑrtɪnɡeɪl/

semimartingale

semimartingales Pl.

семимартингал

The semimartingale is a crucial concept in stochastic calculus.

Семимартингал является ключевым понятием в стохастическом исчислении.

Definitionen

semimartingale

Substantiv

/ˌsɛmɪˈmɑːtɪŋɡeɪl/

/ˌsɛmɪˈmɑrtɪnɡeɪl/

A type of stochastic process that is used in the field of probability theory and mathematical finance, which generalizes the concept of a martingale and is used to model various types of random processes.

In financial mathematics, a semimartingale is often used to model the price of a stock over time.

semimartingale

Adjektiv

/ˌsɛmɪˈmɑːtɪŋɡeɪl/

/ˌsɛmɪˈmɑrtɪnɡeɪl/

Relating to or involving a semimartingale or semimartingales.

Semimartingale methods play a central role in stochastic analysis.

Übersetzungen
Definitionen