Chapter 05. Martingales, optional stopping, convergence theory (with subtitles)

This video covers Chapter 5 (martingales, optional stopping, convergence theory) of my textbook Stochastic Modeling, Springer.

0:00:55 - Overview
0:18:06 - Optional stopping theorem
1:18:23 - Upcrossing inequality
1:43:24 - Martingale convergence theorem
1:58:56 - Uniform integrability implies convergence a.s.
2:17:35 - Regular martingale implies uniform integrability
2:32:41 - Reverse martingale implies regular martingale
2:52:05 - Kolmogorov's 0-1 law
3:08:59 - Proof of the strong law of large numbers

[aesopw]

Thanks for providing such a crystal clear explanation to these more advanced concepts.

[hamzasyed]

Thanks for providing advance maths knowledge for free ...plz keep uploading these sort of videos

[Bloble]

really great explanations. loving that series