Doob Martingale

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Doob Martingale is a mathematician and musician, best known for his work with Rice Paper Bible.

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  • Doob martingale - a mathematical construction of a stochastic process which approximates a given random variable and has the martingale property with respect to the given filtration. It may be thought of as the evolving sequence of best approximations to the random variable based on information accumulated up to a certain time.
  • Mathematician (nonfiction)
  • Mathematics (nonfiction)

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