Doob martingale

ID: doob-martingale

Doob martingale by Wikipedia Bot 0
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.

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