
Submartingale
UK
/sʌbˈmɑːtɪŋɡeɪl/
US
/sʌbˈmɑrˌtɪŋɡeɪl/

Перевод submartingale на русский язык
submartingale
СуществительноеUK
/sʌbˈmɑːtɪŋɡeɪl/
US
/sʌbˈmɑrˌtɪŋɡeɪl/
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.
Опеределения
submartingale
СуществительноеUK
/sʌbˈmɑːtɪŋɡeɪl/
US
/sʌbˈmɑrˌtɪŋɡeɪl/
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.