Martingales and Brownian Motion

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Page 3 of 4

Explores limits, continuity, and uniform continuity in functions, including properties at specific points and closed intervals.

Explores dense sets, Cauchy sequences, periodic solutions, and unique solutions in differential equations.

Explores stochastic processes in continuous time, emphasizing Brownian motion and related concepts.

Covers Stochastic Calculus, focusing on Itô's Formula, Stochastic Differential Equations, martingale properties, and option pricing.

Explores continuous functions, Cauchy criterion, and function extension by continuity.

Explores Hessians, directional derivatives, and function continuity in advanced analysis.

Covers the method of separation of variables for solving differential equations, focusing on the construction and uniqueness of solutions.

Explores the application of randomness in physical models, focusing on Brownian motion and diffusion.

Covers Jordan-measurable sets, Riemann-integrability, and function continuity on compact sets.

Explains the concept of approaching a point to define the limit of a function.