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Terme préférentiel

martingale  

Définition

  • In probability theory, a martingale is a sequence of random variables (i.e., a stochastic process) for which, at a particular time, the conditional expectation of the next value in the sequence is equal to the present value, regardless of all prior values. (Wikipedia, The Free Encyclopedia, https://en.wikipedia.org/wiki/Martingale_(probability_theory))

Concept générique

Traductions

URI

http://data.loterre.fr/ark:/67375/MDL-WXJS6G4N-M

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