Filtration (mathematics)

Related lectures (11)

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

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

Explores stopping times in martingales and Brownian motion, discussing convergence properties and the strong Markov property.

Explores the generalization of martingales to sub- and supermartingales with a focus on convergence properties.

Explores stopping times, the optional stopping theorem, F-measurable random variables, and martingales.

Explores sub- and supermartingales, stopping times, and their applications in stochastic processes.

Explores arbitrage in multiperiod models, covering dynamic trading, absence of arbitrage, trading strategies, discounted prices, and martingales.

Explores the definitions and properties of martingales in probability theory, including key concepts and examples.

Explains the martingale convergence theorem and its applications in probability theory.

Covers the optional stopping theorem for martingales, providing a detailed proof and discussing its implications.

Covers the structure of finite dimensional algebras and the characterization of semisimple algebras.

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