Probability, Measure & Martingales - Let there be time: filtrations & stopping times, 3rd Yr Lecture
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YouTubeOxford Mathematics
Probability, Measure & Martingales - Let there be time: filtrations & stopping times, 3rd Yr Lecture
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 ...
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