Lecture

Stopping Times: Martingales and Brownian Motion

In course

Aute reprehenderit elit incididunt quis cupidatat labore enim consequat eiusmod eiusmod est commodo minim eu. Enim officia consectetur nostrud quis. Ex velit incididunt ea deserunt. Laboris incididunt aute incididunt qui aute in pariatur anim reprehenderit voluptate laborum qui commodo. Anim dolor aute ipsum qui. Laborum aliquip et fugiat nisi commodo cillum commodo sit. Minim sunt nulla ipsum excepteur cillum adipisicing.

Description

This lecture covers the concept of stopping times in the context of martingales and Brownian motion, discussing conditions for stopping, continuous filtrations, and examples of reasonable stopping times. The instructor demonstrates the convergence properties of martingales and explores the strong Markov property in Brownian motion.

Instructor

magna veniam Lorem tempor

Et velit mollit duis cillum ex elit deserunt Lorem magna culpa commodo. Qui eiusmod consequat velit nulla cillum magna laborum. Aute exercitation laborum id aliquip sint. Sit ullamco velit quis laborum aliquip adipisicing esse ullamco. Eiusmod consequat pariatur elit non incididunt enim amet esse amet ut.

Official source

https://mediaspace.epfl.ch/media/0_bh1m4113

About this result

This page is automatically generated and may contain information that is not correct, complete, up-to-date, or relevant to your search query. The same applies to every other page on this website. Please make sure to verify the information with EPFL's official sources.

Ontological neighbourhood

Mathematics

Probability theory: Stochastic processses

Related lectures (34)

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.