Martingales and Brownian Motion: Three Stopping Theorems

Related lectures (30)

Page 1 of 3

Covers the optional stopping theorem for martingales, providing a detailed proof and discussing its implications.

Explores the proof of the martingale convergence theorem and the concept of stopping time in square-integrable martingales.

Delves into the concept of proof in mathematics, emphasizing the importance of evidence and logical reasoning.

Explores propositions, proofs, and contraposition in mathematical theory, emphasizing logical rules and proof methods.

Explores sub- and supermartingales, stopping times, and their applications in stochastic processes.

Covers the proof of the martingale convergence theorem and the convergence of the martingale sequence almost surely.

Explores the optional stopping theorem for martingales and stepping times, emphasizing its applications and implications.

Covers the basics of propositional logic, logical connectives, truth tables, and compound propositions.

Explores stopping times in martingales and Brownian motion, discussing convergence properties and the strong Markov property.

Covers the proof and recap of the martingale convergence theorem, focusing on the conditions for the existence of a random variable.