Lecture

Martingales and Brownian Motion

Description

This lecture covers the concepts of martingales and Brownian motion, discussing their properties and applications. The instructor starts by introducing the definition of a submartingale and its relation to growing functions. The lecture then delves into the monitoring of descents and convergence theorems, providing examples to illustrate the concepts. The presentation concludes with a detailed explanation of the variance and its significance in various scenarios.

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.