- Doob decomposition
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Универсальный англо-русский словарь. Академик.ру. 2011.
Doob decomposition
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Doob decomposition theorem — In the theory of discrete time stochastic processes, a part of the mathematical theory of probability, the Doob decomposition theorem gives a unique decomposition of any submartingale as the sum of a martingale and an increasing predictable… … Wikipedia
Decomposition (disambiguation) — Decomposition may refer to the following: Decomposition, biological process through which organic material is reduced Chemical decomposition or analysis, in chemistry, is the fragmentation of a chemical compound into elements or smaller compounds … Wikipedia
Doob–Meyer decomposition theorem — The Doob–Meyer decomposition theorem is a theorem in stochastic calculus stating the conditions under which a submartingale may be decomposed in a unique way as the sum of a martingale and a continuous increasing process. It is named for J. L.… … Wikipedia
Doob — may refer to several things: Joseph Leo Doob, an American mathematician Doob martingale Doob s martingale inequality Doob–Meyer decomposition theorem The Doobie Brothers band A slang for cannabis See also Boob (disambiguation) … Wikipedia
Doob-Meyer decomposition theorem — The Doob Meyer decomposition theorem is a theorem in stochastic calculus stating the conditions under which a submartingale may be decomposed in a unique way as the sum of a martingale and a continuous increasing process. It is named for J. L.… … Wikipedia
Joseph Leo Doob — Infobox Scientist name = Joseph Doob image width = 300px caption = Joseph Leo Doob birth date = birth date|1910|2|27|mf=y birth place = Cincinnati, Ohio, U.S. residence = nationality = death date = death date and age|2004|6|7|1910|2|27|mf=y death … Wikipedia
List of mathematics articles (D) — NOTOC D D distribution D module D D Agostino s K squared test D Alembert Euler condition D Alembert operator D Alembert s formula D Alembert s paradox D Alembert s principle Dagger category Dagger compact category Dagger symmetric monoidal… … Wikipedia
Itō calculus — Itō calculus, named after Kiyoshi Itō, extends the methods of calculus to stochastic processes such as Brownian motion (Wiener process). It has important applications in mathematical finance and stochastic differential equations.The central… … Wikipedia
Projet:Mathématiques/Liste des articles de mathématiques — Cette page n est plus mise à jour depuis l arrêt de DumZiBoT. Pour demander sa remise en service, faire une requête sur WP:RBOT Cette page recense les articles relatifs aux mathématiques, qui sont liés aux portails de mathématiques, géométrie ou… … Wikipédia en Français
Liste des articles de mathematiques — Projet:Mathématiques/Liste des articles de mathématiques Cette page recense les articles relatifs aux mathématiques, qui sont liés aux portails de mathématiques, géométrie ou probabilités et statistiques via l un des trois bandeaux suivants … Wikipédia en Français
Paul-André Meyer — (21 August 1934 30 January 2003) was a French mathematicianHe is best known for his continuous time analog of Doob s decomposition of a submartingale, known as the Doob Meyer decomposition. Some of his main areas of research in probability theory … Wikipedia
