- square-integrable martingale
- Математика: интегрируемый с квадратом мартингал
Универсальный англо-русский словарь. Академик.ру. 2011.
Универсальный англо-русский словарь. Академик.ру. 2011.
Martingale representation theorem — In probability theory, the martingale representation theorem states that a random variable which is measurable with respect to the filtration generated by a Brownian motion can be written in terms of an Itô integral with respect to this Brownian… … Wikipedia
Martingale (probability theory) — For the martingale betting strategy , see martingale (betting system). Stopped Brownian motion is an example of a martingale. It can be used to model an even coin toss betting game with the possibility of bankruptcy. In probability theory, a… … Wikipedia
Doob's martingale convergence theorems — In mathematics specifically, in stochastic analysis Doob s martingale convergence theorems are a collection of results on the long time limits of supermartingales, named after the American mathematician Joseph Leo Doob. Contents 1 Statement of… … Wikipedia
Itō calculus — Itō calculus, named after Kiyoshi Itō, extends the methods of calculus to stochastic processes such as Brownian motion (Wiener process). It has important applications in mathematical finance and stochastic differential equations.The central… … Wikipedia
Quadratic variation — In mathematics, quadratic variation is used in the analysis of stochastic processes such as Brownian motion and martingales. Quadratic variation is just one kind of variation of a process. Definition Suppose that X t is a real valued stochastic… … Wikipedia
Central limit theorem — This figure demonstrates the central limit theorem. The sample means are generated using a random number generator, which draws numbers between 1 and 100 from a uniform probability distribution. It illustrates that increasing sample sizes result… … Wikipedia
Malliavin calculus — The Malliavin calculus, named after Paul Malliavin, is a theory of variational stochastic calculus. In other words it provides the mechanics to compute derivatives of random variables. The original motivation for the development of the subject… … Wikipedia
Hardy space — In complex analysis, the Hardy spaces (or Hardy classes) Hp are certain spaces of holomorphic functions on the unit disk or upper half plane. They were introduced by Frigyes Riesz (Riesz 1923), who named them after G. H. Hardy, because of the… … Wikipedia
Moyenne — Pour les articles homonymes, voir Valeur moyenne. La moyenne est une mesure statistique caractérisant les éléments d un ensemble de quantités : elle exprime la grandeur qu auraient chacun des membres de l ensemble s ils étaient tous… … Wikipédia en Français
Écart type — Représentation graphique d une loi normale. Chaque bande colorée a la largeur d un écart type. En mathématiques, plus précisément en statistiques et probabilités, l écart type mesure la dispersion d une série de valeurs autour de leur moyenne.… … Wikipédia en Français
List of mathematics articles (L) — NOTOC L L (complexity) L BFGS L² cohomology L function L game L notation L system L theory L Analyse des Infiniment Petits pour l Intelligence des Lignes Courbes L Hôpital s rule L(R) La Géométrie Labeled graph Labelled enumeration theorem Lack… … Wikipedia