28:25duration 28 minutes 25 seconds
Lecture 46: stochastic differential equations
Stochastic differential equations in…
01:08:33duration 1 hour 8 minutes
Lecture 40: local martingales
Definition of local martingale.…
54:06duration 54 minutes 6 seconds
Lecture 38: stopped stochastic processes
Stopped stochastic processes. A stopped…
01:10:04duration 1 hour 10 minutes
Lecture 36: stopping times
Definition of stopping time, entrance and…