Semimartingale
= Semimartingale
{wiki}
A semimartingale is the sum of a <local martingale> and an adapted finite-variation process. This is the broad class of integrators for which the Itô stochastic integral is defined.
= Semimartingale
{wiki}
A semimartingale is the sum of a <local martingale> and an adapted finite-variation process. This is the broad class of integrators for which the Itô stochastic integral is defined.