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martingale
▪ I. martingale, n. (ˈmɑːtɪŋgeɪl) Also 6–7 martingall, 7–9 martingal. [a. F. martingale (Cotgr. 1611 in sense 1), of obscure etymology. First found in Rabelais in chausses a la martingale hose that fastened at the back (hence Sp., It. martingala a sort of hose, in Sp. also cuishes). This is commonly...
Oxford English Dictionary
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Martingale
Martingale may refer to:
Martingale (probability theory), a stochastic process in which the conditional expectation of the next value, given the current and preceding values, is the current value
Martingale (tack) for horses
Martingale (collar) for dogs and other animals
Martingale (betting system), in
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Martingale (probability theory)
martingale in . theorem
Local martingale
Markov chain
Markov property
Martingale (betting system)
Martingale central limit theorem
Martingale difference sequence
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A uniformly bounded local martingale is a martingale I was trying to prove that a uniformly bounded local martingale is a martingale. Clearly a bounded local martingale is integrable. I know how to show that a low...
Let $(M_t)_{t \geq 0}$ be a uniformly bounded local martingale. \end{align*}$$ This shows that $M$ is a martingale.
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Martingale (collar)
A martingale is a type of dog collar that provides more control over the animal without the choking effect of a slip collar. Martingale dog collars are also known as greyhound, whippet or humane choke collars.
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A specific local martingale Knowing that M and N are two local martingales. Can I do the following simple reasoning for claiming that $N^\tau(M^\tau - M)$ is a local martingale? : Since a stopped local martingale is ...
for the second use the tower property of conditional expectations, conditioning first on $\mathcal F_\tau$; the third is easy because $M^{(n)}$ is a martingale It follows that $X^{(n)}$ is a martingale (for each $n$), and then that $X$ is a local martingale.
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Martingale (clothing)
A martingale (also martingale belt) is a strap on a dress or a half-belt on a coat or a jacket, used to adjust the fullness of the cloth. The word martingale comes from through .
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Definition of multivariate martingale I cannot find a proper definition of multivariate martingale. If each component is $1$-dimensional martingale is it enough for a $d$-dimensional process to be a martingale? Thanks.
Then yes, the definition can be that each component is individually a martingale. Or abstractly that when we apply any linear functional, the result is a scalar-valued martingale.
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Martingale (betting system)
Anti-martingale
In a classic martingale betting style, gamblers increase bets after each loss in hopes that an eventual win will recover all previous losses The anti-martingale approach, also known as the reverse martingale, instead increases bets after wins, while reducing them after a loss.
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Martingale (tack)
ring of the martingale. The Irish martingale
The Irish martingale is not a true martingale in the sense of a device that affects the rider's control over the horse.
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Real Estate / Mortgage / Insurance / Business Brokerage: Martingale ...
Real Estate / Mortgage / Insurance / Business Brokerage / Networking Opportunity
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Martingale representation theorem
In probability theory, the martingale representation theorem states that a random variable that is measurable with respect to the filtration generated Suppose that is a Q-martingale process, whose volatility is always non-zero.
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Doob martingale
Define
then is a martingale, namely Doob martingale, with respect to filtration .
To see this, note that
;
as . Then, by definition of Doob martingale, process where
forms a Doob martingale. Note that .
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Fifi Martingale
Fifi Martingale is a 2001 French film directed by Jacques Rozier. The film is about a theater company attempting to put on a new play.
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Local martingale
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, in general a local martingale is not a martingale
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