| 单词 | F martingale |
| 释义 | F martingale [¦ef `mart·ǝn´gāl] A stochastic process {Xt , t > 0} such that the conditional expectation of Xt given Fs equals Xs whenever s t, where F = {Ft , t ≧ 0} is an increasing family of sigma algebras that represents the amount of information increasing with time. |
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