Lecture

Martingales and Brownian Motion: Probability of Visiting Origin and Arcsine Law

Description

This lecture covers the probability of visiting the origin and the arcsine law in the context of martingales and Brownian motion. Starting with the technical explanations at 3'27'' and the main lecture at 7'55'', the slides discuss the probability of visiting the origin, symmetry in probability, and invariance by translation of space. The lecture delves into the calculation of probabilities, the formalism of total probabilities, and the justification behind certain mathematical expressions. It concludes with insights into the density of specific variables and their implications.

Instructors (2)

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Official source

https://mediaspace.epfl.ch/media/0_axce69yj

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