Skip to main content
Graph
Search
fr
en
Login
Search
All
Categories
Concepts
Courses
Lectures
MOOCs
People
Practice
Publications
Startups
Units
Show all results for
Home
Lecture
Martingale Convergence Theorem: Proof and Stopping Time
Graph Chatbot
Related lectures (30)
Previous
Page 3 of 3
Next
Stochastic Integration: First Steps
Covers stochastic integration, process bracket, martingales, and variations in submartingales.
Reflection Principle: Proof and Observations
Covers the reflection principle and martingale writing in simple symmetric random walks.
Martingale Convergence Theorem: Version 1
Introduces the martingale convergence theorem and demonstrates its application with examples.
Convergence of Fourier Series
Explores the convergence of Fourier series in L² space with trigonometric polynomials and approximation theorems.
Girsanov's Theorem: Numerical Simulation of SDEs
Covers Girsanov's Theorem, absolutely continuous measures, and numerical simulation of Stochastic Differential Equations (SDEs) with applications in finance.
Distributions and Derivatives
Covers distributions, derivatives, convergence, and continuity criteria in function spaces.
Convergence in Law: Theorem and Proof
Explores convergence in law for random variables, including Kolmogorov's theorem and proofs based on probability lemmas.
Generalization Error
Explores tail bounds, information bounds, and maximal leakage in the context of generalization error.
Central Limit Theorem
Covers the Central Limit Theorem and its application to random variables, proving convergence to a normal distribution.
Quadratic Variation: Martingales and Stochastic Integrals
Explores quadratic variation in martingales and stochastic integrals, emphasizing their properties and extensions.