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Lecture
Are you an EPFL student looking for a semester project?
Work with us on data science and visualisation projects, and deploy your project as an app on top of Graph Search.
This lecture covers the concept of stopping times in the context of martingales and Brownian motion, discussing conditions for stopping, continuous filtrations, and examples of reasonable stopping times. The instructor demonstrates the convergence properties of martingales and explores the strong Markov property in Brownian motion.