Reflection Principle: Proof and Observations

Related lectures (21)

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Covers the optional stopping theorem for martingales, providing a detailed proof and discussing its implications.

Explores stopping times, the optional stopping theorem, F-measurable random variables, and martingales.

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

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

Explores the optional stopping theorem for martingales and stepping times, emphasizing its applications and implications.

Explores martingale convergence, discussing the conditions for convergence and variance in martingales.

Explores sub- and supermartingales, stopping times, and their applications in stochastic processes.

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

Covers the proof and recap of the martingale convergence theorem, focusing on the conditions for the existence of a random variable.

Explores three stopping theorems in martingales and Brownian motion.