- Doob-Meyer decomposition
- разложение n Дуба-Мейера
English-Russian Dictionary on Probability, Statistics, and Combinatorics. — Philadelphia and Moscow. Society for Industrial and Applied Mathematics and TVP Science Publishers. K. A. Borovkov. 1994.
Doob-Meyer decomposition
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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-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
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 — 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 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
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
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
Paul-Andre Meyer — Paul André Meyer Pour les articles homonymes, voir Meyer. Paul André Meyer, mathématicien (21 août 1934 30 janvier 2003) Élu Correspondant de l Académie des sciences le 20 mars 1978, section Mathématique Mathématicien, ancien élève de l École… … Wikipédia en Français
Paul-André Meyer — Pour les articles homonymes, voir Meyer. Paul André Meyer, né le 21 août 1934 et mort le 30 janvier 2003, est un mathématicien français. Élu Correspondant de l Académie des sciences le 20 mars 1978, section Mathématique.… … Wikipédia en Français
Paul-andré meyer — Pour les articles homonymes, voir Meyer. Paul André Meyer, mathématicien (21 août 1934 30 janvier 2003) Élu Correspondant de l Académie des sciences le 20 mars 1978, section Mathématique Mathématicien, ancien élève de l École normale supérieure,… … Wikipédia en Français
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
