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翻訳と辞書　辞書検索 [ 開発暫定版 ] スポンサード リンク Doob–Meyer decomposition theorem ： ウィキペディア英語版 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 an increasing predictable process. It is named for Joseph L. Doob and Paul-André Meyer. ==History== In 1953, Doob published the Doob decomposition theorem which gives a unique decomposition for certain discrete time martingales.〔Doob 1953〕 He conjectured a continuous time version of the theorem and in two publications in 1962 and 1963 Paul-André Meyer proved such a theorem, which became known as the Doob-Meyer decomposition.〔Meyer 1952〕〔Meyer 1963〕 In honor of Doob, Meyer used the term "class D" to refer to the class of supermartingales for which his unique decomposition theorem applied.〔Protter 2005〕 抄文引用元・出典: フリー百科事典『 ウィキペディア（Wikipedia）』 ■ウィキペディアで「Doob–Meyer decomposition theorem」の詳細全文を読む スポンサード リンク 翻訳と辞書 : 翻訳のためのインターネットリソース Copyright(C) kotoba.ne.jp 1997-2016. All Rights Reserved.