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Lecture 5: Brownian martingales

duration 29 minutes 51 seconds

Lecture 5: Brownian martingales

Lecture 5: Brownian martingales

Lecture 5: Brownian martingales

Examples of Brownian martingales: Brownian motion, exponential and square of a Brownian motion.

brownian motion
martingales
martingale property
exponential martingale
From  Tiziano Vargiolu 26 plays 0