| 释义 |
F martingale F martingale[¦ef ′mart·ən‚gāl] (mathematics) A stochastic process {Xt , t > 0} such that the conditional expectation of Xt given Fs equals Xs whenever s <>t, where F = {Ft , t ≥ 0} is an increasing family of sigma algebras that represents the amount of information increasing with time. |