Lecture

Martingales and Brownian Motion: Leaving Intervals and Maximum Distribution

Description

This lecture covers the calculation of the average time for a Brownian motion to leave an interval, the probability of a Brownian motion with drift leaving an interval from the upper end, and the distribution function of the maximum of a Brownian motion with negative drift. Topics include polynomial functions, propositions, demonstrations, and corollaries related to Brownian motion.

Instructors (2)

laborum ea reprehenderit

Cupidatat quis laborum duis velit ut aliquip in labore esse ex proident aliquip reprehenderit. Nisi anim ea quis nostrud mollit ex laborum cillum amet incididunt sit eu. Nulla ea veniam laborum laborum reprehenderit elit consectetur consectetur sit tempor eiusmod. Excepteur cupidatat mollit magna in officia et deserunt excepteur laboris. Est consequat commodo commodo commodo pariatur amet ad. Aliqua mollit proident nisi laborum anim ea.

eiusmod do

Anim dolor esse ipsum id sint nulla dolore consequat sunt dolore quis id qui velit. Ipsum magna do pariatur nisi id in est laboris labore excepteur. Sint elit cillum ipsum exercitation occaecat nostrud eu proident commodo aliquip. Excepteur reprehenderit ea pariatur fugiat sit velit sit commodo officia nulla consequat nostrud incididunt ipsum.

Official source

https://mediaspace.epfl.ch/media/0_0ycjhyyy

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

Mathematics

Probability theory: Topics in probability theory

Statistics

Statistical inference: Mathematical statistics

Related lectures (43)

Graph Chatbot

Chat with Graph Search

Ask any question about EPFL courses, lectures, exercises, research, news, etc. or try the example questions below.

DISCLAIMER: The Graph Chatbot is not programmed to provide explicit or categorical answers to your questions. Rather, it transforms your questions into API requests that are distributed across the various IT services officially administered by EPFL. Its purpose is solely to collect and recommend relevant references to content that you can explore to help you answer your questions.