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Related lectures (32)

Human Travel Scaling Laws

Explores human travel scaling laws, bank note dispersal, random walks, Levy flights, and laser cooling applications.

Levy Flights and Central Limit Theorem

Covers Levy flights, Central Limit Theorem, and Mesoscopic Master Equation with transition rates in an assurance system.

Stochastic Differential Equations

Covers Stochastic Differential Equations, Wiener increment, Ito's lemma, and white noise integration in financial modeling.

Martingales and Brownian Motion: Part 1

Explores transformations of Brownian motion, Markov properties, and scaling invariance.

Brownian Motion: Theory and Applications

Covers the theory of Brownian motion, diffusion, and random walks, with a focus on Einstein's theory for one-dimensional motion.

Stochastic Processes: Symmetric Random Walk

Covers the properties of the symmetric random walk in stochastic processes.

Martingales: Definitions and Theorems

Explores martingales, adaptability, and stopping times in stochastic processes.

Dynamic Arbitrage: Asset Pricing

Explores self-financing strategies, asset pricing theorems, and arbitrage opportunities in financial markets.

Martingales and Brownian Motion

Explores martingales, Brownian motion, submartingales, descents monitoring, and convergence theorems with practical examples.

Stochastic Processes: Brownian Motion

Explores Brownian motion, Langevin equations, and stochastic processes in physics.

Martingales and Brownian Motion: Convergence Criteria and Theorems

Explores convergence criteria for martingales, including almost sure convergence and Cauchy criterion, leading to the first martingale convergence theorem.

Doob's Martingale

Covers the concept of Doob's martingale and its properties, including integrability and convergence theorem.

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