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local quasi-F martingale |
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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 reachesnor -nis a quasi-F martingale for each integern. Want to thank TFD for its existence? Tell a friend about us, add a link to this page, add the site to iGoogle, or visit the webmaster's page for free fun content. |
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