Reflection Principle: Proof and Observations

About
Privacy
Disclaimer

Graph Chatbot

Related lectures (21)

Page 2 of 3

Covers Doob's decomposition theorem for submartingales and explores Brownian motion properties, quadratic variation, and continuous martingales.

Martingale Convergence Theorems

Explores the convergence of martingales under specific conditions and previews upcoming topics on martingale theorems and inequalities.

Martingale Transforms

Explores martingale transforms, their adaptability to filtrations, interpretation, and application in predicting future outcomes.

Stopping Times: Martingales and Brownian Motion

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

Martingales: Definitions and Theorems

Explores martingales, adaptability, and stopping times in stochastic processes.

Dynamic Arbitrage: Asset Pricing

Explores self-financing strategies, asset pricing theorems, and arbitrage opportunities in financial markets.

Martingales and Stochastic Integration

Covers martingales, stochastic integration, and localizing processes using stopping times.

Isoperimetric Qualities: Inequalities & Proofs

Explores isoperimetric qualities, including Brunn-Rnkauskis inequality and Grünbaum's theorem, with proofs and examples.

Girsanov's Theorem: Numerical Simulation of SDEs

Covers Girsanov's Theorem, absolutely continuous measures, and numerical simulation of Stochastic Differential Equations (SDEs) with applications in finance.

Gaussian Corelation Inequality & Anderson's Thum

Explores Gaussian corelation inequality, Anderson's theorem, and log-concavity in probability theory.