In probability theory, a martingale is a sequence of random variables (i.e., a stochastic process) for which, at a particular time, the conditional expectation...

A martingale is a class of betting strategies that originated from and were popular in 18th-century France. The simplest of these strategies was designed...

Look up martingale in Wiktionary, the free dictionary. Martingale may refer to: Martingale (probability theory), a stochastic process in which the conditional...

local martingale is a type of stochastic process, satisfying the localized version of the martingale property. Every martingale is a local martingale; every...

A martingale is any of several designs of tack that are used on horses to control head carriage. Martingales may be seen in a wide variety of equestrian...

A martingale is a type of dog collar that provides more control over the animal without the choking effect of a slip collar. Martingale dog collars are...

risk-neutral measure (also called an equilibrium measure, or equivalent martingale measure) is a probability measure such that each share price is exactly...

the local martingale property. If M is a local martingale and H is a locally bounded predictable process then H · M is also a local martingale. For integrands...

A martingale (also martingale belt) is a strap on a dress or a half-belt on a coat or a jacket, used to adjust the fullness of the cloth. The martingale...

standard normal distribution. The martingale central limit theorem generalizes this result for random variables to martingales, which are stochastic processes...

Martingale pricing is a pricing approach based on the notions of martingale and risk neutrality. The martingale pricing approach is a cornerstone of modern...

mathematics – specifically, in the theory of stochastic processes – Doob's martingale convergence theorems are a collection of results on the limits of supermartingales...

Fifi Martingale is a 2001 French film directed by Jacques Rozier. The film is about a theater company attempting to put on a new play. It was Jean Lefebvre's...

mathematical theory of probability, a Doob martingale (named after Joseph L. Doob, also known as a Levy martingale) is a stochastic process that approximates...

In mathematics, Doob's martingale inequality, also known as Kolmogorov’s submartingale inequality is a result in the study of stochastic processes. It...

local martingale under P then the process Y ~ t = Y t − [ Y , X ] t {\displaystyle {\tilde {Y}}_{t}=Y_{t}-\left[Y,X\right]_{t}} is a Q local martingale on...

In probability theory, a martingale difference sequence (MDS) is related to the concept of the martingale. A stochastic series X is an MDS if its expectation...

to martingale-Hp. Doob's maximal inequality implies that martingale-Hp coincides with Lp(Ω, Σ, P) when 1 < p < ∞. The interesting space is martingale-H1...

the analysis of stochastic processes such as Brownian motion and other martingales. Quadratic variation is just one kind of variation of a process. Suppose...

mathematics, the Wiener process gave rise to the study of continuous time martingales. It is a key process in terms of which more complicated stochastic processes...

The Labouchère system, also called the cancellation system or split martingale, is a gambling strategy used in roulette. The user of such a strategy decides...

In probability theory, Wald's martingale is the name sometimes given to a martingale used to study sums of i.i.d. random variables. It is named after the...

slip out of collars that are too loose. This can be avoided by using a martingale dog collar which tightens to distribute pressure around the neck when...

girth, with the martingale itself beginning at the point in the center of the chest where the neck and girth straps intersect. Martingale types include...

incurred in between. The Reverse Martingale system, also known as the Paroli system, follows the idea of the martingale betting strategy, but reversed....

Compound Non-homogeneous Schramm–Loewner evolution Semimartingale Sigma-martingale Stable process Superprocess Telegraph process Variance gamma process Wiener...

A dolphin striker (an older term for a martingale boom or simply a martingale; sometimes called a striker) is a small vertical or near vertical ancillary...

risk-neutral measure. A risk-neutral measure, also known as an equivalent martingale measure, is one which is equivalent to the real-world measure, and which...

information theory of probability, a sigma-martingale is a semimartingale with an integral representation. Sigma-martingales were introduced by C.S. Chou and M...

in a martingale called the compensated Poisson process. Martingales can also be built from other martingales. For example, there are martingales based...