Doob–Meyer decomposition theorem
id:
doob-meyer-decomposition-theorem-249-18606008
title:
Doob–Meyer decomposition theorem
text:
The Doob–Meyer decomposition theorem is a theorem in stochastic calculus stating the conditions under which a submartingale may be decomposed in a unique way as the sum of a martingale and an increasing predictable process. It is named for Joseph L. Doob and Paul-André Meyer.
brand slug:
wiki
category slug:
encyclopedia
description:
original url:
https://en.wikipedia.org/wiki/Doob%E2%80%93Meyer_decomposition_theorem
date created:
date modified:
2024-01-19T00:21:57Z
main entity:
{"identifier":"Q5296972","url":"https://www.wikidata.org/entity/Q5296972"}
image:
fields total:
13
integrity:
13