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.
McGraw-Hill Dictionary of Scientific & Technical Terms, 6E, Copyright © 2003 by The McGraw-Hill Companies, Inc.