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Showing 1 - 9 results out of 9 for 'martingales'
Martingales II    Preview Add to favorites    Add to favorites
By  Arwan Jupiter, On February 22, 2009
Views: 407
Main Category: Calculus
Tags: martingales 
Martingales I    Preview Add to favorites    Add to favorites
By  Arwan Jupiter, On February 22, 2009
Views: 417
Main Category: Calculus
Tags: martingales 
9- Conditional expectations, filtration and martingales    Preview Add to favorites    Add to favorites
By  Bar tender, Massachusetts Institute of Technology, Massachusetts, On August 14, 2008
Views: 1618
Main Category: Finance
Tags: Expectations filtration martingales 
20 - Convergence on metric spaces. Portmanteau Theorem. Lipschitz Functions.    Preview Add to favorites    Add to favorites
By  Bar tender, Massachusetts Institute of Technology, Massachusetts, On August 30, 2008
Views: 410
Main Category: Probability
Tags: martingales Portmanteau 
18-19 - Convergence On Metric Spaces, Portmanteau Theorem; Lipschitz Functions, Extension Theorem    Preview Add to favorites    Add to favorites
By  Bar tender, Massachusetts Institute of Technology, Massachusetts, On August 30, 2008
Views: 1109
Main Category: Probability
Tags: Levy Lipschitz martingales 
17 - Optional Stopping Theorem for Martingales; Doob's Maximal and Upcrossing Inequalities, Second Kolmogorov's Inequality    Preview Add to favorites    Add to favorites
By  Bar tender, Massachusetts Institute of Technology, Massachusetts, On August 30, 2008
Views: 2967
Main Category: Probability
Tags: Kolmogorov martingales Stopping 
15-16 - Martingales, Doob's Decomposition; Uniform Integrability and L_1 Convergence Theorem    Preview Add to favorites    Add to favorites
By  Bar tender, Massachusetts Institute of Technology, Massachusetts, On August 30, 2008
Views: 1670
Main Category: Probability
Tags: doob martingales 
11- Martingales and Stopping Times (cont.); Applications    Preview Add to favorites    Add to favorites
By  Bar tender, Massachusetts Institute of Technology, Massachusetts, On August 14, 2008
Views: 442
Main Category: Finance
Tags: martingales 
10- Martingales and Stopping Times    Preview Add to favorites    Add to favorites
By  Bar tender, Massachusetts Institute of Technology, Massachusetts, On August 14, 2008
Views: 460
Main Category: Finance
Tags: martingales