Martingales and Brownian Motion: Reflected and Absorbed Brownian Motion

Explores transformations of Brownian motion, Markov properties, and scaling invariance.

Markov Chains: Recurrence and Transience

Explores first passage times, strong Markov property, and state recurrence/transience in Markov chains.

Covers Markov processes, transition densities, and distribution conditional on information, discussing classification of states and stationary distributions.

Levy Flights & Brownian Motion

Explores Levy Flights and Brownian Motion, focusing on probability distributions and divergences in lag time.

Stopping Times: Martingales and Brownian Motion

Explores stopping times in martingales and Brownian motion, discussing convergence properties and the strong Markov property.