Lecture

Stochastic Processes: Symmetric Random Walk

In course

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Description

This lecture introduces stochastic processes in discrete time, focusing on the symmetric random walk. Properties of the random walk, such as expectation and variance, are discussed. The lecture covers topics like filtration, adapted processes, and canonical examples of random walks.

Instructor

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Official source

https://mediaspace.epfl.ch/media/0_edfvy7h6

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Ontological neighbourhood

Mathematics

Analysis: Differential anaysis

Probability theory: Stochastic processses

Statistics

Statistical inference: Mathematical statistics

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