quasi-F martingale

quasi-F martingale

[¦kwä·zē ¦ef ′märt·ən‚gāl]
(mathematics)
A stochastic process which is the sum of an F martingale and an F process having bounded variation on every finite time interval.
McGraw-Hill Dictionary of Scientific & Technical Terms, 6E, Copyright © 2003 by The McGraw-Hill Companies, Inc.
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