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Submartingales
UK
/sʌbˈmɑːtɪŋɡeɪlz/
US
/sʌbˈmɑrˌtɪŋɡeɪlz/
Translation "submartingales" in russian
submartingale
Nounsubmartingales
pl
submartingale
submartingales pl
In probability theory, a submartingale is a sequence of random variables that, on average, increases over time.
В теории вероятностей субмартингал — это последовательность случайных величин, которая в среднем увеличивается со временем.
Definitions
submartingale
Noun
A submartingale is a type of stochastic process in probability theory, where the expected value of the next observation is at least as large as the present observation, given all prior observations.
In financial mathematics, a submartingale can be used to model stock prices that are expected to rise over time.