52:57 duration 52 minutes 57 seconds
Lecture 26: change of probability with a…
Lecture 26: change of probability with a filtration
Equivalent probability measures. Conditional expectation and martingales under the new probability.
34:21 duration 34 minutes 21 seconds
Lecture 22: the Markov property
The Markov property.
54:47 duration 54 minutes 47 seconds
Lecture 11: Stochastic integrals and conditioning
The partition property. Covariance and conditional covariance of stochastic integrals.