Martingales and Brownian Motion: Reflected and Absorbed Brownian Motion

In course

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Description

This lecture covers two transformations of Brownian motion: the reflected Brownian motion and the absorbed Brownian motion at the origin, along with discussions on Markov properties and conditional densities.

Instructors (2)

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Official source

https://mediaspace.epfl.ch/media/0_2rq9ggu9

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