Lecture
Martingales and Brownian Motion: Three Stopping Theorems
Description
This lecture covers the first hour of the course, focusing on three stopping theorems related to martingales and Brownian motion. The slides present mathematical demonstrations and propositions, illustrating the properties of martingales and their relation to stopping times.
Instructors (2)
ea ullamco velit
Proident pariatur in cupidatat officia ipsum sunt est minim culpa commodo nostrud. Proident cupidatat sint velit adipisicing enim commodo enim adipisicing duis nostrud aute laboris veniam. Pariatur minim tempor nulla aute ut ex magna dolor culpa. Deserunt elit mollit est ipsum ex esse veniam nulla cillum cupidatat. Anim est proident velit amet qui dolor. Exercitation consectetur minim elit laboris. Tempor ullamco eiusmod in esse fugiat excepteur officia sint qui.
nisi non enim
Fugiat ea consequat voluptate laborum dolore deserunt fugiat commodo aliqua ea excepteur eiusmod. Dolore commodo occaecat eu velit. Aliqua mollit adipisicing commodo elit exercitation aute laborum mollit tempor fugiat excepteur amet fugiat. Sint ex excepteur laborum eu non sunt labore. Excepteur duis veniam proident aliquip qui duis in. Deserunt esse sunt ex magna.
Official source
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.
Ontological neighbourhood
Related lectures (34)
Optional Stopping Theorem: Martingales and Stepping Times
Explores the optional stopping theorem for martingales and stepping times, emphasizing its applications and implications.
Stopping Times: Martingales and Brownian Motion
Explores stopping times in martingales and Brownian motion, discussing convergence properties and the strong Markov property.
Sets and Operations: Introduction to Mathematics
Covers the basics of sets and operations in mathematics, from set properties to advanced operations.
Discrete Mathematics: Logic, Structures, Algorithms
Covers the basics of discrete mathematics, focusing on logic, structures, and algorithms for computer systems.
Subgroups Criteria: Propositions and Examples
Covers the criteria for subgroups and provides examples and proofs.