Information om | Engelska ordet SUPERMARTINGALE

Exempel på hur man kan använda SUPERMARTINGALE i en mening

• Conversely, any stochastic process that is both a submartingale and a supermartingale is a martingale.
• We can't say much about how fast a submartingale with bounded increments rises (or a supermartingale falls).
• Every martingale is a local martingale; every bounded local martingale is a martingale; in particular, every local martingale that is bounded from below is a supermartingale, and every local martingale that is bounded from above is a submartingale; however, a local martingale is not in general a martingale, because its expectation can be distorted by large values of small probability.
• Informally, the martingale convergence theorem typically refers to the result that any supermartingale satisfying a certain boundedness condition must converge.

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