Search for tag: "stopping time"

Lecture 46: stochastic differential equations

Stochastic differential equations in…

From  Tiziano Vargiolu 18 plays 0  

Lecture 40: local martingales

Definition of local martingale.…

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Lecture 38: stopped stochastic processes

Stopped stochastic processes. A stopped…

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Lecture 36: stopping times

Definition of stopping time, entrance and…

From  Tiziano Vargiolu 29 plays 0