半鞅

半鞅（Semimartingale）是概率论的概念。若一随机过程为一局部鞅和一适应的有界变差过程之和，则称该随机过程为一半鞅。半鞅的概念包含了众多常用的随机过程，扩充了伊藤积分的定义范围，从这个意义上说，半鞅是鞅和局部鞅的扩展。

单词	Semimartingale
释义	Semimartingale 中文百科半鞅半鞅（Semimartingale）是概率论的概念。若一随机过程为一局部鞅和一适应的有界变差过程之和，则称该随机过程为一半鞅。半鞅的概念包含了众多常用的随机过程，扩充了伊藤积分的定义范围，从这个意义上说，半鞅是鞅和局部鞅的扩展。英语百科 Semimartingale 半鞅 In probability theory, a real valued process X is called a semimartingale if it can be decomposed as the sum of a local martingale and an adapted finite-variation process. Semimartingales are "good integrators", forming the largest class of processes with respect to which the Itō integral and the Stratonovich integral can be defined.
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Semimartingale