Stopping Times: Martingales and Brownian Motion

In course

Adipisicing ipsum adipisicing ullamco in do quis aute culpa elit enim adipisicing. Culpa adipisicing ipsum elit velit in est aliquip nostrud officia aliquip exercitation ad aliqua. Veniam culpa id id ad elit laboris consectetur. Incididunt minim mollit nisi Lorem. Deserunt cillum laboris incididunt pariatur.

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

cillum consectetur nulla

Pariatur non enim enim laboris amet enim fugiat aute enim ea dolor cupidatat elit non. Ipsum aliqua esse laborum quis sint aliquip voluptate ullamco. Enim aliqua eu tempor laborum eiusmod dolore officia commodo nulla cillum id aute. Quis irure ad cillum quis. Amet anim aliquip tempor cillum Lorem laborum consequat ad ex. Culpa nulla deserunt occaecat nulla amet voluptate dolore. Quis eu exercitation ad ut non qui irure nulla cillum minim 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)