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.

Instructors (2)

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Official source

https://mediaspace.epfl.ch/media/0_bpx6cafz

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