Lecture

Sub- and Supermartingales: Theory and Applications

Description

This lecture covers the concepts of sub- and supermartingales, focusing on square-integrable processes and martingale filtrations. It also delves into stopping times and optional stopping theorems in the context of discrete-time stochastic processes.

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.