Lecture

Martingale Convergence Theorem

Related lectures (42)
Martingale Convergence Theorem: Proof and Recap
Covers the proof and recap of the martingale convergence theorem, focusing on the conditions for the existence of a random variable.
Optional Stopping Theorem: Martingales and Stepping Times
Explores the optional stopping theorem for martingales and stepping times, emphasizing its applications and implications.
Martingale Convergence Theorems
Explores the convergence of martingales under specific conditions and previews upcoming topics on martingale theorems and inequalities.
Reflection Principle: Proof and Observations
Covers the reflection principle and martingale writing in simple symmetric random walks.
Doob's Martingale
Covers the concept of Doob's martingale and its properties, including integrability and convergence theorem.
Sub- and Supermartingales: Theory and Applications
Explores sub- and supermartingales, stopping times, and their applications in stochastic processes.
Martingales and Brownian Motion: Three Stopping Theorems
Explores three stopping theorems in martingales and Brownian motion.
Girsanov: Martingales and Brownian Motion
Explores martingales, Brownian motion, and measure transformations in probability theory.
Stopping Times: Martingales and Brownian Motion
Explores stopping times in martingales and Brownian motion, discussing convergence properties and the strong Markov property.
Joint Quadratic Processes
Covers the concept of joint quadratic processes and their properties.

Graph Chatbot

Chat with Graph Search

Ask any question about EPFL courses, lectures, exercises, research, news, etc. or try the example questions below.

DISCLAIMER: The Graph Chatbot is not programmed to provide explicit or categorical answers to your questions. Rather, it transforms your questions into API requests that are distributed across the various IT services officially administered by EPFL. Its purpose is solely to collect and recommend relevant references to content that you can explore to help you answer your questions.