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Premartingale

UK
/priːˈmɑːtɪŋɡeɪl/
US
/priˈmɑrtɪŋɡeɪl/
ru

Translation premartingale into russian

premartingale
Noun
raiting
UK
/priːˈmɑːtɪŋɡeɪl/
US
/priˈmɑrtɪŋɡeɪl/
A premartingale is a type of stochastic process used in probability theory.
Премартигейл - это тип стохастического процесса, используемого в теории вероятностей.

Definitions

premartingale
Noun
raiting
UK
/priːˈmɑːtɪŋɡeɪl/
US
/priˈmɑrtɪŋɡeɪl/
In probability theory, a premartingale is a type of stochastic process that is a generalization of a martingale, where the expected value of the next observation, given all prior observations, is less than or equal to the current observation.
In financial mathematics, a premartingale can be used to model a fair game where the expected future value is not greater than the present value.