English contemporary dictionary. 2014.
MARTINGALES (THÉORIE DES) — Le mot «martingale» évoque l’idée d’une stratégie pour gagner aux jeux de hasard. Cette notion tient une place essentielle dans toute la théorie des probabilités et s’est révélée être un langage très riche dans de nombreux domaines des… … Encyclopédie Universelle
Itō calculus — Itō calculus, named after Kiyoshi Itō, extends the methods of calculus to stochastic processes such as Brownian motion (Wiener process). It has important applications in mathematical finance and stochastic differential equations.The central… … Wikipedia
Alexandra Bellow — (1935 ndash;) is a mathematician who has made substantial contributions to the fields of ergodic theory, probability and analysis. BiographyShe was born in Bucharest, Romania, as Alexandra Bagdasar. Her parents were both physicians. Her mother,… … Wikipedia
Martingale (probability theory) — For the martingale betting strategy , see martingale (betting system). Stopped Brownian motion is an example of a martingale. It can be used to model an even coin toss betting game with the possibility of bankruptcy. In probability theory, a… … Wikipedia
Quadratic variation — In mathematics, quadratic variation is used in the analysis of stochastic processes such as Brownian motion and martingales. Quadratic variation is just one kind of variation of a process. Definition Suppose that X t is a real valued stochastic… … Wikipedia
Martingale — Pour les articles homonymes, voir Martingale (homonymie). Une martingale est une technique donnant l illusion d augmenter les chances de gain aux jeux de hasard tout en respectant les règles de jeu. Le principe dépend complètement du type de jeu… … Wikipédia en Français
Martingale (calcul stochastique) — Pour les articles homonymes, voir martingale (homonymie). En calcul stochastique, une martingale désigne un type de processus stochastique, c est à dire un processus aléatoire et dynamique. Ce type de processus X est tel que sa valeur espérée… … Wikipédia en Français
Donald Burkholder — Donald L. Burkholder (born 1927) is an American mathematician known for his contributions to probability theory, particularly the theory of martingales. The Burkholder–Davis–Gundy inequality is co named after him. Donald Burkholder is a Professor … Wikipedia
Wiener process — In mathematics, the Wiener process is a continuous time stochastic process named in honor of Norbert Wiener. It is often called Brownian motion, after Robert Brown. It is one of the best known Lévy processes (càdlàg stochastic processes with… … Wikipedia
Hunt seat — A horse and rider with Hunt seat tack and attire Hunt seat is terminology used in the United States and Canada to refer to a style of forward seat riding commonly found at American horse shows. Along with Dressage, it is one of the two classic… … Wikipedia
