# Doob martingale

> mathematical construction of a martingale (with respect to a given filtration) approximating a given random variable; the evolving sequence of best approximations to the random variable based on information accumulated up to a certain time

**Wikidata**: [Q1972209](https://www.wikidata.org/wiki/Q1972209)  
**Wikipedia**: [English](https://en.wikipedia.org/wiki/Doob_martingale)  
**Source**: https://4ort.xyz/entity/doob-martingale


## References

1. Freebase Data Dumps. 2013