Lectures related to Stopping time

Explores the optional stopping theorem for martingales and stepping times, emphasizing its applications and implications.

Explores the proof of the martingale convergence theorem and the concept of stopping time in square-integrable martingales.

Explores self-financing strategies, asset pricing theorems, and arbitrage opportunities in financial markets.

Covers martingales, stochastic integration, and localizing processes using stopping times.

Covers mean-variance efficiency, market completeness, and optimal portfolio weights in asset pricing and portfolio optimization.