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- Doob_decomposition_theorem abstract "In the theory of stochastic processes in discrete time, a part of the mathematical theory of probability, the Doob decomposition theorem gives a unique decomposition of every adapted and integrable stochastic process as the sum of a martingale and a predictable process (or "drift") starting at zero. The theorem was proved by and is named for Joseph L. Doob.The analogous theorem in the continuous-time case is the Doob–Meyer decomposition theorem.".
- Doob_decomposition_theorem wikiPageID "23360896".
- Doob_decomposition_theorem wikiPageLength "11959".
- Doob_decomposition_theorem wikiPageOutDegree "38".
- Doob_decomposition_theorem wikiPageRevisionID "636147346".
- Doob_decomposition_theorem wikiPageWikiLink Adapted_process.
- Doob_decomposition_theorem wikiPageWikiLink Almost_surely.
- Doob_decomposition_theorem wikiPageWikiLink American_option.
- Doob_decomposition_theorem wikiPageWikiLink Category:Articles_containing_proofs.
- Doob_decomposition_theorem wikiPageWikiLink Category:Martingale_theory.
- Doob_decomposition_theorem wikiPageWikiLink Category:Probability_theorems.
- Doob_decomposition_theorem wikiPageWikiLink Category:Stochastic_processes.
- Doob_decomposition_theorem wikiPageWikiLink Complex_vector_space.
- Doob_decomposition_theorem wikiPageWikiLink Conditional_expectation.
- Doob_decomposition_theorem wikiPageWikiLink Decreasing.
- Doob_decomposition_theorem wikiPageWikiLink Discounted_cash_flow.
- Doob_decomposition_theorem wikiPageWikiLink Discrete-time_stochastic_process.
- Doob_decomposition_theorem wikiPageWikiLink Doobs_optional_stopping_theorem.
- Doob_decomposition_theorem wikiPageWikiLink Doob–Meyer_decomposition_theorem.
- Doob_decomposition_theorem wikiPageWikiLink Empty_sum.
- Doob_decomposition_theorem wikiPageWikiLink Equivalence_(measure_theory).
- Doob_decomposition_theorem wikiPageWikiLink Euclidean_space.
- Doob_decomposition_theorem wikiPageWikiLink Event_(probability_theory).
- Doob_decomposition_theorem wikiPageWikiLink Filtration_(mathematics).
- Doob_decomposition_theorem wikiPageWikiLink Increasing.
- Doob_decomposition_theorem wikiPageWikiLink Joseph_L._Doob.
- Doob_decomposition_theorem wikiPageWikiLink Lebesgue_integration.
- Doob_decomposition_theorem wikiPageWikiLink Martingale_(probability_theory).
- Doob_decomposition_theorem wikiPageWikiLink Martingale_measure.
- Doob_decomposition_theorem wikiPageWikiLink Mathematical_finance.
- Doob_decomposition_theorem wikiPageWikiLink Measurable_function.
- Doob_decomposition_theorem wikiPageWikiLink Monotonic_function.
- Doob_decomposition_theorem wikiPageWikiLink Option_style.
- Doob_decomposition_theorem wikiPageWikiLink Optional_stopping_theorem.
- Doob_decomposition_theorem wikiPageWikiLink Predictable_process.
- Doob_decomposition_theorem wikiPageWikiLink Probability_space.
- Doob_decomposition_theorem wikiPageWikiLink Probability_theory.
- Doob_decomposition_theorem wikiPageWikiLink Random_walk.
- Doob_decomposition_theorem wikiPageWikiLink Risk-neutral_measure.
- Doob_decomposition_theorem wikiPageWikiLink Simple_random_walk.
- Doob_decomposition_theorem wikiPageWikiLink Snell_envelope.
- Doob_decomposition_theorem wikiPageWikiLink Stochastic_process.
- Doob_decomposition_theorem wikiPageWikiLink Stopping_time.
- Doob_decomposition_theorem wikiPageWikiLink Submartingale.
- Doob_decomposition_theorem wikiPageWikiLink Supermartingale.
- Doob_decomposition_theorem wikiPageWikiLink Uniform_integrability.
- Doob_decomposition_theorem wikiPageWikiLink Vector_space.
- Doob_decomposition_theorem wikiPageWikiLink Σ-finite_measure.
- Doob_decomposition_theorem wikiPageWikiLinkText "Doob decomposition theorem".
- Doob_decomposition_theorem wikiPageWikiLinkText "Doob decomposition".
- Doob_decomposition_theorem hasPhotoCollection Doob_decomposition_theorem.
- Doob_decomposition_theorem wikiPageUsesTemplate Template:Citation.
- Doob_decomposition_theorem wikiPageUsesTemplate Template:EquationNote.
- Doob_decomposition_theorem wikiPageUsesTemplate Template:Math.
- Doob_decomposition_theorem wikiPageUsesTemplate Template:Mathcal.
- Doob_decomposition_theorem wikiPageUsesTemplate Template:NumBlk.
- Doob_decomposition_theorem wikiPageUsesTemplate Template:Reflist.
- Doob_decomposition_theorem wikiPageUsesTemplate Template:Stochastic_processes.
- Doob_decomposition_theorem subject Category:Articles_containing_proofs.
- Doob_decomposition_theorem subject Category:Martingale_theory.
- Doob_decomposition_theorem subject Category:Probability_theorems.
- Doob_decomposition_theorem subject Category:Stochastic_processes.
- Doob_decomposition_theorem type Type.
- Doob_decomposition_theorem type Process.
- Doob_decomposition_theorem type Proof.
- Doob_decomposition_theorem type Theorem.
- Doob_decomposition_theorem type Type.
- Doob_decomposition_theorem comment "In the theory of stochastic processes in discrete time, a part of the mathematical theory of probability, the Doob decomposition theorem gives a unique decomposition of every adapted and integrable stochastic process as the sum of a martingale and a predictable process (or "drift") starting at zero. The theorem was proved by and is named for Joseph L. Doob.The analogous theorem in the continuous-time case is the Doob–Meyer decomposition theorem.".
- Doob_decomposition_theorem label "Doob decomposition theorem".
- Doob_decomposition_theorem sameAs Doob-Zerlegung.
- Doob_decomposition_theorem sameAs m.06w5jw8.
- Doob_decomposition_theorem sameAs Q1242398.
- Doob_decomposition_theorem sameAs Q1242398.
- Doob_decomposition_theorem wasDerivedFrom Doob_decomposition_theorem?oldid=636147346.
- Doob_decomposition_theorem isPrimaryTopicOf Doob_decomposition_theorem.