Covers Doob's decomposition theorem for submartingales and explores Brownian motion properties, quadratic variation, and continuous martingales.
Explores the concept of martingales and their relation to Brownian motion through symmetric simple random walks and discusses the potential positive outcomes from the current crisis.
Explores martingales, Brownian motion, submartingales, descents monitoring, and convergence theorems with practical examples.
Explores martingale convergence, discussing the conditions for convergence and variance in martingales.
Explores Fokker-Planck equations, escape rates, and first passage time analysis in statistical physics.
