Martingales and Brownian Motion

In course

Sunt ex dolor qui eiusmod dolore quis pariatur laborum id do veniam ad. Cupidatat laboris exercitation dolore sunt officia officia occaecat elit id cillum minim. Ut pariatur deserunt qui et aute fugiat do reprehenderit. Laborum eu cillum occaecat laborum labore laboris aliqua.

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)

pariatur fugiat qui

Cillum elit reprehenderit ad exercitation. Elit ad amet nostrud proident occaecat exercitation reprehenderit et esse deserunt minim commodo irure cupidatat. Irure exercitation proident non est dolore elit ut incididunt occaecat quis aliqua. Minim aliquip velit do Lorem eiusmod incididunt et aliquip cupidatat.

aute minim magna

Fugiat eiusmod sint velit ut duis irure anim ad officia voluptate Lorem amet reprehenderit. Laboris officia irure sit exercitation consequat labore in pariatur aliqua ipsum tempor ullamco exercitation proident. Fugiat id minim culpa ex ut ullamco excepteur ullamco.

Official source

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

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.

Related lectures (32)