Martingales and Brownian Motion

In course

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Description

This lecture covers the convergence of stochastic processes, martingales, Brownian motion, Cauchy criterion, convergence theorems, and joint laws. It also discusses testing procedures and stop times in the context of martingales and Brownian motion.

Instructors (2)

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Official source

https://mediaspace.epfl.ch/media/0_8r4zvq4z

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Ontological neighbourhood

Mathematics

Analysis: Differential anaysis

Probability theory: Stochastic processses

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