Martingales and Brownian MotionExplores martingales, Brownian motion, submartingales, descents monitoring, and convergence theorems with practical examples.
Doob's Decomposition TheoremCovers Doob's decomposition theorem for submartingales and explores Brownian motion properties, quadratic variation, and continuous martingales.
Generalization of MartingalesExplores the generalization of Martingale Central Limit Theorem to sub- and supermartingales, discussing key properties and corollaries.
Martingale Convergence TheoremsExplores the convergence of martingales under specific conditions and previews upcoming topics on martingale theorems and inequalities.