local quasi-F martingale

local quasi-F martingale

[′lō·kəl ′kwä·zē¦ef ′mart·ən‚gāl]

(mathematics)

A stochastic process {X_t } such that the process obtained from {X_t } 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.