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- Local_martingale abstract "In mathematics, a local martingale is a type of stochastic process, satisfying the localized version of the martingale property. Every martingale is a local martingale; every bounded local martingale is a martingale; in particular, every local martingale that is bounded from below is a supermartingale, and every local martingale that is bounded from above is a submartingale; however, in general a local martingale is not a martingale, because its expectation can be distorted by large values of small probability. In particular, a driftless diffusion process is a local martingale, but not necessarily a martingale.Local martingales are essential in stochastic analysis, see Itō calculus, semimartingale, Girsanov theorem.".
- Local_martingale wikiPageID "7302795".
- Local_martingale wikiPageLength "8877".
- Local_martingale wikiPageOutDegree "28".
- Local_martingale wikiPageRevisionID "674719664".
- Local_martingale wikiPageWikiLink Category:Martingale_theory.
- Local_martingale wikiPageWikiLink Category:Stochastic_processes.
- Local_martingale wikiPageWikiLink Convergence_of_random_variables.
- Local_martingale wikiPageWikiLink Dirac_delta_function.
- Local_martingale wikiPageWikiLink Dominated_convergence_theorem.
- Local_martingale wikiPageWikiLink Filtration_(abstract_algebra).
- Local_martingale wikiPageWikiLink Filtration_(mathematics).
- Local_martingale wikiPageWikiLink Gamblers_ruin.
- Local_martingale wikiPageWikiLink Girsanov_theorem.
- Local_martingale wikiPageWikiLink Harmonic_function.
- Local_martingale wikiPageWikiLink Hitting_time.
- Local_martingale wikiPageWikiLink Itô_calculus.
- Local_martingale wikiPageWikiLink Itô_diffusion.
- Local_martingale wikiPageWikiLink Itō_calculus.
- Local_martingale wikiPageWikiLink Itō_diffusion.
- Local_martingale wikiPageWikiLink Local_martingale.
- Local_martingale wikiPageWikiLink Martingale_(probability_theory).
- Local_martingale wikiPageWikiLink Mathematics.
- Local_martingale wikiPageWikiLink Partial_differential_equation.
- Local_martingale wikiPageWikiLink Probability_space.
- Local_martingale wikiPageWikiLink Semimartingale.
- Local_martingale wikiPageWikiLink Smooth_function.
- Local_martingale wikiPageWikiLink Smoothness.
- Local_martingale wikiPageWikiLink Stochastic_analysis.
- Local_martingale wikiPageWikiLink Stochastic_calculus.
- Local_martingale wikiPageWikiLink Stochastic_process.
- Local_martingale wikiPageWikiLink Stopped_process.
- Local_martingale wikiPageWikiLink Stopping_time.
- Local_martingale wikiPageWikiLink Wiener_process.
- Local_martingale wikiPageWikiLinkText "Example 3 above".
- Local_martingale wikiPageWikiLinkText "Local martingale".
- Local_martingale wikiPageWikiLinkText "local martingale".
- Local_martingale wikiPageWikiLinkText "local martingales".
- Local_martingale hasPhotoCollection Local_martingale.
- Local_martingale wikiPageUsesTemplate Template:Cite_book.
- Local_martingale wikiPageUsesTemplate Template:Stochastic_processes.
- Local_martingale subject Category:Martingale_theory.
- Local_martingale subject Category:Stochastic_processes.
- Local_martingale hypernym Process.
- Local_martingale type Election.
- Local_martingale type Type.
- Local_martingale type Process.
- Local_martingale type Type.
- Local_martingale comment "In mathematics, a local martingale is a type of stochastic process, satisfying the localized version of the martingale property.".
- Local_martingale label "Local martingale".
- Local_martingale sameAs Lokales_Martingal.
- Local_martingale sameAs Martingala_locale.
- Local_martingale sameAs m.025yp08.
- Local_martingale sameAs Q1868500.
- Local_martingale sameAs Q1868500.
- Local_martingale wasDerivedFrom Local_martingale?oldid=674719664.
- Local_martingale isPrimaryTopicOf Local_martingale.