SHMARQL

Doob martingale

<http://www.wikidata.org/entity/Q1972209>

mathematical construction of a martingale (with respect to a given filtration) approximating a given random variable; the evolving sequence of best approximations to the random variable based on information accumulated up to a certain time
rdfs:label
"Doob martingale"@en
schema:description
"mathematical construction of a martingale (with respect to a given filtration) approximating a given random variable; the evolving sequence of best approximations to the random variable based on information accumulated up to a certain time"@en
schema:dateModified "2026-09-07T13:33:10+00:00"^^xsd:dateTime
schema:version 2541699554
wikibase:identifiers 2
wikibase:sitelinks 5
wikibase:statements 8
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p:P279 wd:statement/Q1972209-17a073d6-4fcd-69c2-4376-fb02ef595f46
p:P31 wd:statement/Q1972209-735421FF-9FD2-481B-9D1C-8CB93847CAE0
wd:statement/Q1972209-F78D49BF-D0F8-4B13-A425-A929FC7BDEAE
p:P61 wd:statement/Q1972209-abeeccb5-424a-6845-0b35-7a8aa327d35b
p:P6104 wd:statement/Q1972209-7B5B801D-B1D0-43B6-B036-6D6A76104589
p:P6366 wd:statement/Q1972209-8AF5F113-D9EB-4759-872B-47B39F49CD93
p:P646 wd:statement/Q1972209-60B26FAB-AD48-46DE-9BEA-DF97931025D2
p:direct-normalized/P6366 <https://makg.org/entity/2779683895>
wdt:P138 Joseph Leo Doob
wdt:P279 martingale
wdt:P31 inequation
theorem
wdt:P61 Joseph Leo Doob
wdt:P6104 WikiProject Mathematics
wdt:P6366 "2779683895"
wdt:P646 "/m/0b_vrn"
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