Probability, Measure and Martingales - Let there be time: filtrations and stopping times скачать в хорошем качестве

Probability, Measure and Martingales - Let there be time: filtrations and stopping times

In this lecture, the second of five we are showing from the 'Probability, Measure and Martingales' 3rd year student course, Jan Obloj introduces the notion of stochastic process, its flow of information known as filtration, and stopping times, which will provide building blocks for random clocks on which martingales can run. You can watch the five lectures from the course as they appear on the playlist:    • Student lectures - Probability, Measu...   You can also watch many other student lectures via our main Student Lectures playlist (also check out specific student lectures playlists):    • Student Lectures - All lectures   All first and second year lectures are followed by tutorials where students meet their tutor in pairs to go through the lecture and associated problem sheet and to talk and think more about the maths. Third and fourth year lectures are followed by classes.