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
Martingales and Stochastic Integration
Graph Chatbot
Related lectures (32)
Quadratic Variation: Martingales and Stochastic Integrals
Explores quadratic variation in martingales and stochastic integrals, emphasizing their properties and extensions.
Sub- and Supermartingales: Theory and Applications
Explores sub- and supermartingales, stopping times, and their applications in stochastic processes.
Stochastic Integral: Isometry Continuity
Covers stochastic integrals, emphasizing isometry and continuity properties in martingales and different spaces.
Stochastic Integration: First Steps
Covers stochastic integration, process bracket, martingales, and variations in submartingales.
Stochastic Calculus: Itô's Formula
Covers Stochastic Calculus, focusing on Itô's Formula, Stochastic Differential Equations, martingale properties, and option pricing.
Stochastic Calculus: Brownian Motion
Explores stochastic processes in continuous time, emphasizing Brownian motion and related concepts.
Stochastic Calculus: Integrals and Processes
Explores stochastic calculus, emphasizing integrals, processes, martingales, and Brownian motion.
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.
Stochastic Calculus: Interest Rate Models
Provides an overview of stochastic calculus and its applications in interest rate models and financial modeling.
Martingale Convergence
Explores martingale convergence, discussing the conditions for convergence and variance in martingales.
Martingales and Brownian Motion Construction
Explores the construction of Brownian motion with continuous trajectories and the dimension of its zero set.
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.
Martingale Convergence Theorem
Covers the proof of the martingale convergence theorem and the convergence of the martingale sequence almost surely.
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.
Linear Response and Complex Diffusivity
Explores martingale-based linear response, complex diffusivity, and Nyquist relation in stochastic systems with time-dependent perturbation.
Stochastic Differential Equations
Covers Stochastic Differential Equations, Wiener increment, Ito's lemma, and white noise integration in financial modeling.
Martingale Convergence Theorem
Explains the martingale convergence theorem and its applications in probability theory.
Doob's Martingale
Covers the concept of Doob's martingale and its properties, including integrability and convergence theorem.
Stochastic Calculus: Lecture 1
Covers the essentials of probability, algebras, and conditional probability, including the Borel o-algebra and Poisson processes.
Martingale-based Methods for Stochastic Systems
Explores martingales in stochastic systems, focusing on formal analysis, termination analysis, and stability verification.
Previous
Page 1 of 2
Next