continuous supermartingale

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Doob's martingale convergence theorems — In mathematics specifically, in stochastic analysis Doob s martingale convergence theorems are a collection of results on the long time limits of supermartingales, named after the American mathematician Joseph Leo Doob. Contents 1 Statement of… … Wikipedia
Martingale (probability theory) — For the martingale betting strategy , see martingale (betting system). Stopped Brownian motion is an example of a martingale. It can be used to model an even coin toss betting game with the possibility of bankruptcy. In probability theory, a… … 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

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