Concept
Martingale (probability theory)
Related lectures (64)
Optional Stopping Theorem: Martingales and Stepping Times
Explores the optional stopping theorem for martingales and stepping times, emphasizing its applications and implications.
Optional Stopping Theorem: Proof and Applications
Covers the optional stopping theorem for martingales, providing a detailed proof and discussing its implications.
Sub- and Supermartingales: Theory and Applications
Explores sub- and supermartingales, stopping times, and their applications in stochastic processes.
Martingales: Definitions and Theorems
Explores martingales, adaptability, and stopping times in stochastic processes.
Stopping Times: Martingales and Brownian Motion
Explores stopping times in martingales and Brownian motion, discussing convergence properties and the strong Markov property.
Doob's Martingale
Covers the concept of Doob's martingale and its properties, including integrability and convergence theorem.
Stochastic Processes: Symmetric Random Walk
Covers the properties of the symmetric random walk in stochastic processes.
Martingale Convergence Theorem: Proof and Recap
Covers the proof and recap of the martingale convergence theorem, focusing on the conditions for the existence of a random variable.
Martingale Theory: Basics and Applications
Covers the basics of Martingale theory and its applications in random variables.
Martingale Convergence Theorem
Covers the proof of the martingale convergence theorem and the convergence of the martingale sequence almost surely.