Martingales and Brownian MotionExplores martingales, Brownian motion, submartingales, descents monitoring, and convergence theorems with practical examples.
Martingale ConvergenceExplores martingale convergence, discussing the conditions for convergence and variance in martingales.
Fokker-Planck EquationsExplores Fokker-Planck equations, escape rates, and first passage time analysis in statistical physics.