Quadratic variation

Formal sciences
Mathematics
Analysis
Differential anaysis

Related lectures (21)

About
Privacy
Disclaimer

Graph Chatbot

Page 2 of 3

Martingale Convergence Theorem: Proof and Stopping Time

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

Stochastic Integration: First Steps

Covers stochastic integration, process bracket, martingales, and variations in submartingales.

Martingale Convergence Theorem

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

Girsanov: Martingales and Brownian Motion

Explores martingales, Brownian motion, and measure transformations in probability theory.

Martingales and Stochastic Integration

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

Parameter Estimation of SDEs with Linear Response Theory

Explores parameter estimation of SDEs using Linear Response Theory and covers challenges, examples, algorithms, and convergence.

Martingale Convergence Theorem: Version 1

Introduces the martingale convergence theorem and demonstrates its application with examples.

OTA: Slew Rate, Signal Integrity and Offset

Explores large signal bandwidth, slew rate, signal integrity, offset, dynamic range, and power supply rejection ratio in operational amplifiers.

Doob's Martingale

Covers the concept of Doob's martingale and its properties, including integrability and convergence theorem.

Advanced Analysis II: Variation of Constants Method

Covers the variation of constants method for solving first-order linear differential equations, detailing its steps and implications for general and particular solutions.