Martingales: Definitions and Theorems

In course

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Description

This lecture covers the definitions and properties of martingales, including adaptability, filtration, and time of arrival. It also discusses the concept of under and over martingales, along with theorems related to martingales and stopping times.

Instructor

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Official source

https://mediaspace.epfl.ch/media/0_0j2ht7wu

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Ontological neighbourhood

Mathematics

Probability theory: Stochastic processses

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