submartingale
submartingale noun: a stochastic process for which the conditional expectation of future values given the sequence of all prior values is superior or equal to its current value.
Noun
submartingale (plural submartingales)
- A stochastic process for which the conditional expectation of future values given the sequence of all prior values is superior or equal to its current value.
- If a gambler repeatedly plays a game with positive expectation, his payoff over time is a submartingale.
Forms of submartingale
| plural | submartingales |
|---|
Origin of submartingale
From sub- + martingale.
Questions about submartingale
- What does submartingale mean?
- Submartingale means a stochastic process for which the conditional expectation of future values given the sequence of all prior values is superior or equal to its current value.
- What part of speech is submartingale?
- Submartingale is a noun.
- What is the plural of submartingale?
- The plural of submartingale is submartingales.
Words near submartingale in the dictionary
Source and license
Adapted from Wiktionary: submartingale (page history and authors). Text available under the Creative Commons Attribution-ShareAlike 4.0 license. Word.ws reformatted the entry and added links. Wiktionary data of 2026-09-02.
Last updated:
Cite this entry: “submartingale.” Word.ws, https://word.ws/submartingale. Based on Wiktionary, CC BY-SA 4.0.
