- uniformly integrable supermartingale
- мат.равномерно интегрируемый супермартингал
English-Russian scientific dictionary. 2008.
uniformly integrable supermartingale
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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
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