What does semimartingale mean?
Definitions for semimartingale
semi·martin·gale
This dictionary definitions page includes all the possible meanings, example usage and translations of the word semimartingale.
Wiktionary
semimartingalenoun
A form of probability process that is the sum of a martingale and another form of process
Wikidata
Semimartingale
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 can be defined. The class of semimartingales is quite large. Submartingales and supermartingales together represent a subset of the semimartingales.
Numerology
Chaldean Numerology
The numerical value of semimartingale in Chaldean Numerology is: 6
Pythagorean Numerology
The numerical value of semimartingale in Pythagorean Numerology is: 2
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"semimartingale." Definitions.net. STANDS4 LLC, 2024. Web. 24 Apr. 2024. <https://www.definitions.net/definition/semimartingale>.
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