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.
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