Skip to main content
Graph
Search
fr
en
Login
Search
All
Categories
Concepts
Courses
Lectures
MOOCs
People
Practice
Publications
Startups
Units
Show all results for
Home
Lecture
Girsanov: Martingales and Brownian Motion
Graph Chatbot
Related lectures (32)
Stochastic Calculus: Itô's Formula
Covers Stochastic Calculus, focusing on Itô's Formula, Stochastic Differential Equations, martingale properties, and option pricing.
Girsanov's Theorem: Numerical Simulation of SDEs
Covers Girsanov's Theorem, absolutely continuous measures, and numerical simulation of Stochastic Differential Equations (SDEs) with applications in finance.
Stochastic Calculus: Integrals and Processes
Explores stochastic calculus, emphasizing integrals, processes, martingales, and Brownian motion.
Stochastic Calculus: Interest Rate Models
Provides an overview of stochastic calculus and its applications in interest rate models and financial modeling.
Stochastic Calculus: Brownian Motion
Explores stochastic processes in continuous time, emphasizing Brownian motion and related concepts.
Martingale Convergence Theorem: Proof and Recap
Covers the proof and recap of the martingale convergence theorem, focusing on the conditions for the existence of a random variable.
Doob's Decomposition Theorem
Covers Doob's decomposition theorem for submartingales and explores Brownian motion properties, quadratic variation, and continuous martingales.
Stochastic Integration: First Steps
Covers stochastic integration, process bracket, martingales, and variations in submartingales.
Joint Quadratic Processes
Covers the concept of joint quadratic processes and their properties.
Quadratic Variation: Martingales and Stochastic Integrals
Explores quadratic variation in martingales and stochastic integrals, emphasizing their properties and extensions.
Martingale Convergence
Explores martingale convergence, discussing the conditions for convergence and variance in martingales.
Doob's Martingale
Covers the concept of Doob's martingale and its properties, including integrability and convergence theorem.
Martingale Convergence Theorem
Explains the martingale convergence theorem and its applications in probability theory.
Sub- and Supermartingales: Theory and Applications
Explores sub- and supermartingales, stopping times, and their applications in stochastic processes.
Martingale Convergence Theorem
Covers the proof of the martingale convergence theorem and the convergence of the martingale sequence almost surely.
Martingale Convergence Theorem: Proof and Stopping Time
Explores the proof of the martingale convergence theorem and the concept of stopping time in square-integrable martingales.
Martingales and Brownian Motion Construction
Explores the construction of Brownian motion with continuous trajectories and the dimension of its zero set.
Martingales and Stochastic Integration
Covers martingales, stochastic integration, and localizing processes using stopping times.
Asset Pricing: Fundamental Theorems
Covers the fundamental theorems of asset pricing, including EMM, self-financing strategies, risk-neutral pricing, and completeness of markets.
Stochastic Integral: Isometry Continuity
Covers stochastic integrals, emphasizing isometry and continuity properties in martingales and different spaces.
Previous
Page 1 of 2
Next