“local quasi-F martingale”的概念、定义、翻译、参考文献-科学参考

单词	local quasi-F martingale
释义	local quasi-F martingale [`lō·kǝl `kwä·zē¦ef `mart·ǝn´gāl] ^MATHEMATICS A stochastic process {X_t} such that the process obtained from {X_t} by stopping it when it reaches n or –n is a quasi-F martingale for each integer n.
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