Trombi–Varadarajan theorem

The Trombi–Varadarajan theorem is an important result in the field of probability theory and stochastic processes, specifically concerning the concept of conditional expectations and martingales. The theorem provides conditions under which certain types of random variables and their distributions can be manipulated under the framework of conditional expectation. Although the theorem has various applications in statistics and probability, it is perhaps most notable for its implications in the theory of stochastic calculus and the study of processes like Brownian motion or Markov processes.