Martingales and Brownian Motion: Global Behavior and Zero Set Length
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Description
This lecture covers the global behavior of Brownian motion with drift, the behavior of standard Brownian motion just after time 0, the fact that Brownian motion never stops, and the zero set of Brownian motion having zero length.
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Explores the concept of martingales and their relation to Brownian motion through symmetric simple random walks and discusses the potential positive outcomes from the current crisis.
