Search for tag: "stopping time"

Lecture 46: stochastic differential equations

Stochastic differential equations in…

From  Tiziano Vargiolu May 4th, 2022 17 plays 0  

Lecture 40: local martingales

Definition of local martingale.…

From  Tiziano Vargiolu April 27th, 2022 29 plays 0  

Lecture 38: stopped stochastic processes

Stopped stochastic processes. A stopped…

From  Tiziano Vargiolu April 21st, 2022 29 plays 0  

Lecture 36: stopping times

Definition of stopping time, entrance and…

From  Tiziano Vargiolu April 20th, 2022 26 plays 0