local
/ˈləʊkəl/
martingale
/ˈmɑːtɪŋɡeɪl/
Description
local martingale
stochastic process satisfying the localized martingale property: i.e. such that there exists a sequence of stopping times, almost surely increasing and almost surely diverging, such that the corresponding stopped processes are martingales
English Phonetic Transcription
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