Matches in DBpedia 2015-10 for { ?s ?p "In probability theory, a real valued process X is called a semimartingale if it can be decomposed as the sum of a local martingale and an adapted finite-variation process.Semimartingales are "good integrators", forming the largest class of processes with respect to which the Itō integral and the Stratonovich integral can be defined.The class of semimartingales is quite large (including, for example, all continuously differentiable processes, Brownian motion and Poisson processes)."@en }
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- Semimartingale comment "In probability theory, a real valued process X is called a semimartingale if it can be decomposed as the sum of a local martingale and an adapted finite-variation process.Semimartingales are "good integrators", forming the largest class of processes with respect to which the Itō integral and the Stratonovich integral can be defined.The class of semimartingales is quite large (including, for example, all continuously differentiable processes, Brownian motion and Poisson processes).".