submartingale

半鞅

词形变化

submartingales 复数 submartingales

释义与例句

n.
  1. 1.

    A stochastic process for which the conditional expectation of future values given the sequence of all prior values is superior or equal to its current value.

    数学

    If a gambler repeatedly plays a game with positive expectation, his payoff over time is a submartingale.

词源

From sub- + martingale.

来源：wiktionary