Martingales and Brownian Motion: Three Stopping Theorems

Related lectures (30)

Page 2 of 3

Covers the basics of discrete mathematics, including logic, structures, and algorithms.

Explores stopping times, the optional stopping theorem, F-measurable random variables, and martingales.

Covers propositional logic, truth tables, and problem-solving strategies in discrete mathematics.

Covers propositions, logical connectives, truth tables, and propositional logic language.

Introduces Coq, covering defining propositions, proving theorems, and using tactics.

Covers the reflection principle and martingale writing in simple symmetric random walks.

Covers the criteria for subgroups and provides examples and proofs.

Covers the calculation of scalar products in coordinates and extends the concept to three-dimensional space.

Explores the average time for a Brownian motion to leave an interval and the maximum distribution.

Covers the basics of sets and operations in mathematics, from set properties to advanced operations.