
Semimartingale
UK
/ˌsɛmɪˈmɑːtɪŋɡeɪl/
US
/ˌsɛmɪˈmɑrtɪnɡeɪl/

Translation semimartingale into russian
semimartingale
NounUK
/ˌsɛmɪˈmɑːtɪŋɡeɪl/
US
/ˌsɛmɪˈmɑrtɪnɡeɪl/
The semimartingale is a crucial concept in stochastic calculus.
Семимартингал является ключевым понятием в стохастическом исчислении.
Definitions
semimartingale
NounUK
/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.