Talk:Doob–Dynkin lemma

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Merging with "Factorization lemma" article

I am going to merge this article with this one, as they cover the same subject. (I've requested the deletion of the Factorization lemma article already). The way the D.D. lemma is stated in the current revision is that neither $X$ nor $Y$ can assume infinite values which is crucial for conditional expectation. StrokeOfMidnight (talk) 16:36, 29 April 2020 (UTC)[reply]

Update: merge complete. StrokeOfMidnight (talk) 01:41, 30 April 2020 (UTC)[reply]

Deletion of dubious content

I have deleted the following sentence: "There are more general versions^[1] with applications including the theory of stochastic differential equations.^[2]" The article of Taraldsen has not been published in the last four years and has been cited only three times, all in an incidental and unimportant way. The deleted sentence incorrectly states that it is used in the latter paper; all that paper says is that Taraldsen's paper has some related work. They use the standard Doob-Dynkin lemma. Gumshoe2 (talk) 03:47, 30 January 2022 (UTC)[reply]

References

^ Taraldsen, Gunnar (2018). "Optimal Learning from the Doob-Dynkin lemma". arXiv:1801.00974 [math.ST].
^ Hammersley, William R. P.; Šiška, David; Szpruch, Łukasz (2021-03-01). "Weak existence and uniqueness for McKean–Vlasov SDEs with common noise". The Annals of Probability. 49 (2). arXiv:1908.00955. doi:10.1214/20-AOP1454. ISSN 0091-1798. S2CID 199405528.

[1] Taraldsen, Gunnar (2018). "Optimal Learning from the Doob-Dynkin lemma". arXiv:1801.00974 [math.ST].

[2] Hammersley, William R. P.; Šiška, David; Szpruch, Łukasz (2021-03-01). "Weak existence and uniqueness for McKean–Vlasov SDEs with common noise". The Annals of Probability. 49 (2). arXiv:1908.00955. doi:10.1214/20-AOP1454. ISSN 0091-1798. S2CID 199405528.

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