Doob martingale
= Doob martingale
{wiki=Doob_martingale}
A Doob martingale is a specific type of stochastic process that is a fundamental concept in probability theory and is widely used in various fields such as finance, statistics, and mathematical modeling. \#\#\# Definitions: 1. **Filtration**: A filtration is a sequence of increasing σ-algebras that represents the information available over time.