different between martingale vs semimartingale

English

Alternative forms

• martingal

Etymology

Middle French martingale, from Occitan martegalo, feminine form of martegal, an inhabitant of Martigues, which is from Latin maritima. Alternatively from Spanish almártaga.

Noun

martingale (plural martingales)

1. A piece of harness used on a horse to keep it from raising its head above a desired point.
2. (nautical) A spar, or piece of rigging that strengthens the bowsprit.
3. (mathematics) A stochastic process for which the conditional expectation of future values given the sequence of all prior values is equal to the current value.

4. A gambling strategy in which one doubles the stake after each loss.
5. (fencing) A strap attached to the sword handle, preventing a sword being dropped if disarmed.

Synonyms

• (piece of harness): tie-down

Derived terms

• anti-martingale
• submartingale
• supermartingale

Translations

Verb

martingale (third-person singular simple present martingales, present participle martingaling, simple past and past participle martingaled)

1. To employ the martingale strategy in gambling.

Italian

Noun

martingale f

1. plural of martingala

Anagrams

• lagrimante

English

Etymology

semi- +? martingale

Noun

semimartingale (plural semimartingales)

1. (mathematics) A form of probability process that is the sum of a martingale and another form of process