Doob martingale
Sign in to savemathematical construction of a martingale (with respect to a given filtration) approximating a given random variable; the evolving sequence of best approximations to the random variable based on information accumulated up to a certain time
Wikidata facts
- Instance of
- inequation
- Subclass of
- martingale
- Named after
- Joseph Leo Doob
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- maintained by WikiProject
- WikiProject Mathematics
- discoverer or inventor
- Joseph Leo Doob
Sources (1)
via Wikidata · CC0