| 释义 |
local quasi-F martingale local quasi-F martingale[′lō·kəl ′kwä·zē¦ef ′mart·ən‚gāl] (mathematics) A stochastic process {Xt } such that the process obtained from {Xt } by stopping it when it reaches n or -n is a quasi-F martingale for each integer n. |