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・ Quadratic irrational
・ Quadratic Jordan algebra
・ Quadratic Lie algebra
・ Quadratic mean diameter
・ Quadratic pair
・ Quadratic probing
・ Quadratic programming
・ Quadratic reciprocity
・ Quadratic residue
・ Quadratic residue code
・ Quadratic residuosity problem
・ Quadratic set
・ Quadratic sieve
・ Quadratic transformation
・ Quadratic unconstrained binary optimization
Quadratic variation
・ Quadratic-linear algebra
・ Quadratically closed field
・ Quadratically constrained quadratic program
・ Quadratics
・ Quadratini
・ Quadratino
・ Quadrato di Villafranca
・ Quadratojugal bone
・ Quadratrix
・ Quadratrix of Hippias
・ Quadratur des Kreises
・ Quadrature
・ Quadrature (astronomy)
・ Quadrature (mathematics)


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Quadratic variation : ウィキペディア英語版
Quadratic variation
In mathematics, quadratic variation is used in the analysis of stochastic processes such as Brownian motion and other martingales. Quadratic variation is just one kind of variation of a process.
== Definition ==

Suppose that ''X''''t'' is a real-valued stochastic process defined on a probability space (\Omega,\mathcal,\mathbb) and with time index ''t'' ranging over the non-negative real numbers. Its quadratic variation is the process, written as ()''t'', defined as
:()_t=\lim_\sum_^n(X_-X_\sum_^\left(X_-X_-Y_(()_t-()_t).

抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)
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