Definitions from Wikipedia (Doob decomposition theorem)
▸ noun: 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.
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▸ noun: 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.
▸ Words similar to doob decomposition theorem
▸ Usage examples for doob decomposition theorem
▸ Idioms related to doob decomposition theorem
▸ Wikipedia articles (New!)
▸ Words that often appear near doob decomposition theorem
▸ Rhymes of doob decomposition theorem
▸ Invented words related to doob decomposition theorem