Definition of Submartingale. Meaning of Submartingale. Synonyms of Submartingale

- ball. Similarly, if a submartingale and a martingale have equivalent expectations for a given time, the history of the submartingale tends to be bounded...
- Kolmogorov’s submartingale inequality is a result in the study of stochastic processes. It gives a bound on the probability that a submartingale exceeds any...
- stochastic process X = (Xt)t∈ N {\displaystyle \mathbb {N} } 0 is a submartingale or a supermartingale and one of the above conditions holds, then E [...
- \left(-{\frac {2\epsilon ^{2}}{\sum _{t=1}^{n}c_{t}^{2}}}\right).} Since a submartingale is a supermartingale with signs reversed, we have if instead { X 0 ...
- theorem in stochastic calculus stating the conditions under which a submartingale may be decomposed in a unique way as the sum of a martingale and an...
- last value, then it is called a submartingale. Thus, a supermartingale represents an unfavorable game and a submartingale a favorable game. These names...
- supermartingale, and every local martingale that is bounded from above is a submartingale; however, a local martingale is not in general a martingale, because...
- bounded monotone sequence converges. There are symmetric results for submartingales, which are analogous to non-decreasing sequences. A common formulation...
- decomposition is almost surely unique. A real-valued stochastic process X is a submartingale if and only if it has a Doob decomposition into a martingale M and an...
- continuously differentiable processes, Brownian motion and Poisson processes). Submartingales and supermartingales together represent a subset of the semimartingales...