Created: August 27, 2022
Modified: August 27, 2022
Modified: August 27, 2022
Doob decomposition theorem
This page is from my personal notes, and has not been specifically reviewed for public consumption. It might be incomplete, wrong, outdated, or stupid. Caveat lector.Any reasonable'adapted' and 'integrable' stochastic process can be written as the sum of a martingale and a predictable process.