A semimartingale is a type of mathematical tool used to help researchers understand financial markets. It acts like a measuring stick for predicting how a market will change over time. In a semimartingale, researchers use equations to show how a certain stock, currency, or other asset might fluctuate in the future. Basically, it's like a map for how money flows in a market. Doing this allows researchers to make better decisions about how to invest, and even help them figure out when it’s the right time to buy or sell.