Search for tag: "stopping time"

Lecture 46: stochastic differential equations duration 28 minutes 25 seconds Lecture 46: stochastic differential equations Lecture 46: stochastic differential equations	Lecture 46: stochastic differential equations Stochastic differential equations in… stochastic differential equations +4 More From Tiziano Vargiolu May 4th, 2022 17 plays 0
Lecture 40: local martingales duration 1 hour 8 minutes Lecture 40: local martingales Lecture 40: local martingales	Lecture 40: local martingales Definition of local martingale.… local martingale +2 More From Tiziano Vargiolu April 27th, 2022 29 plays 0
Lecture 38: stopped stochastic processes duration 54 minutes 6 seconds Lecture 38: stopped stochastic processes Lecture 38: stopped stochastic processes	Lecture 38: stopped stochastic processes Stopped stochastic processes. A stopped… stopping time +5 More From Tiziano Vargiolu April 21st, 2022 30 plays 0
Lecture 36: stopping times duration 1 hour 10 minutes Lecture 36: stopping times Lecture 36: stopping times	Lecture 36: stopping times Definition of stopping time, entrance and… stopping time +2 More From Tiziano Vargiolu April 20th, 2022 26 plays 0

Lecture 46: stochastic differential equations