Stopping time

Related lectures (16)

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Explores stopping times, the optional stopping theorem, F-measurable random variables, and martingales.

Covers the optional stopping theorem for martingales, providing a detailed proof and discussing its implications.

Explores sub- and supermartingales, stopping times, and their applications in stochastic processes.

Explores American derivatives pricing, hedging, and replication strategies in financial markets.

Covers the proof of the martingale convergence theorem and the convergence of the martingale sequence almost surely.

Explores stopping times in martingales and Brownian motion, discussing convergence properties and the strong Markov property.

Explores martingales, adaptability, and stopping times in stochastic processes.

Explores three stopping theorems in martingales and Brownian motion.

Explores martingale transforms, their adaptability to filtrations, interpretation, and application in predicting future outcomes.

Covers the reflection principle and martingale writing in simple symmetric random walks.