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Semimartingale
UK
/ˌsɛmɪˈmɑːtɪŋɡeɪl/
US
/ˌsɛmɪˈmɑrtɪnɡeɪl/
Translation of "semimartingale" into Russian
semimartingale
Noun
UK
/ˌsɛmɪˈmɑːtɪŋɡeɪl/
US
/ˌsɛmɪˈmɑrtɪnɡeɪl/
semimartingale
semimartingales pl
семимартингал
The semimartingale is a crucial concept in stochastic calculus.
Семимартингал является ключевым понятием в стохастическом исчислении.
Definitions
semimartingale
Noun
UK
/ˌsɛmɪˈmɑːtɪŋɡeɪl/
US
/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
Adjective
UK
/ˌsɛmɪˈmɑːtɪŋɡeɪl/
US
/ˌsɛmɪˈmɑrtɪnɡeɪl/
Relating to or involving a semimartingale or semimartingales.
Semimartingale methods play a central role in stochastic analysis.