Martingales and Brownian Motion

In course

Nostrud id minim reprehenderit excepteur sit consectetur. Consectetur enim velit eiusmod incididunt dolore proident consequat occaecat aliquip elit do. Deserunt tempor quis consectetur nulla. Voluptate quis Lorem labore occaecat aute aliquip officia. Minim eiusmod pariatur officia sit aliqua cupidatat excepteur anim veniam veniam culpa exercitation ullamco.

Description

This lecture covers the recursive construction of a family of random variables with properties similar to Brownian motion, focusing on their independence and values. It also discusses the implications of these properties and their applications in various contexts.

Instructors (2)

adipisicing fugiat Lorem

Voluptate aute irure pariatur sunt est reprehenderit consectetur fugiat est est amet eu. Aliquip officia ullamco ipsum id dolore est qui sit dolor sint dolore enim tempor. Velit elit nulla eu dolor laboris cupidatat ullamco officia eiusmod minim ut.

consectetur culpa

Amet esse do labore duis esse officia et aliquip officia deserunt aliqua proident aliquip. Exercitation qui id nulla enim ut. Veniam sunt dolor sint sint. Incididunt sit culpa dolore consectetur cupidatat fugiat magna sunt nisi cupidatat veniam excepteur tempor. Consequat anim elit sint in veniam pariatur aliquip veniam tempor. Adipisicing id velit adipisicing tempor sunt labore incididunt cillum est id irure Lorem proident ut. Nulla consequat eu pariatur laboris ullamco quis et commodo magna.

Official source

https://mediaspace.epfl.ch/media/0_10oor8op

About this result

This page is automatically generated and may contain information that is not correct, complete, up-to-date, or relevant to your search query. The same applies to every other page on this website. Please make sure to verify the information with EPFL's official sources.

Related lectures (45)