filmov
tv
Chapter 04. Stochastic processes: martingales and Markov chains (with subtitles)
Показать описание
This video covers Chapter 4 (stochastic processes: martingales and Markov chains) of my textbook Stochastic Modeling, Springer.
0:00:37 - Overview
0:09:47 - State space, realizations, filtration
0:25:21 - Plain, sub, supermartingales
0:31:41 - Discrete-time Markov chains
0:36:45 - Example 1. Independent coin flips
0:45:28 - Example 2. Random walk on the integers
0:59:01 - Example 3. Betting random walk
1:26:17 - Example 4. Two-coin process
0:00:37 - Overview
0:09:47 - State space, realizations, filtration
0:25:21 - Plain, sub, supermartingales
0:31:41 - Discrete-time Markov chains
0:36:45 - Example 1. Independent coin flips
0:45:28 - Example 2. Random walk on the integers
0:59:01 - Example 3. Betting random walk
1:26:17 - Example 4. Two-coin process
1:41:18
Chapter 04. Stochastic processes: martingales and Markov chains (with subtitles)
0:35:47
Martingales
0:10:49
Martingales
0:25:13
STATS 723 10.1: Martingales, definition and examples
0:47:27
10-02. Stochastic processes - Markov chains and martingales (counter-)examples.
0:14:44
section 2.4 martingales
0:37:52
10-01. Stochastic processes - Filtrations, martingales and Markov chains.
0:13:00
10-03. Stochastic processes - Switching coins random sequence.
0:21:19
Stochastic Calculus Lecture 2 (Part 4): Predictable process and creating new martingales;
1:22:52
Lecture 3. Brownian motion as Martingale
0:30:15
Martingales 1A - Definition and example: the betting random walk.
1:36:53
Stochastic Processes: Lecture 3
0:32:35
11-12. Martingale theory - Galton-Watson branching processes and martingales.
0:22:20
Martingale An Introduction
0:00:56
Stochastic Processes ASMR
1:32:44
CM2 - Chapter 9 (Brownian motion and martingales -1)
0:33:13
(PS27) What is a Martingale?
0:10:08
Math414 - Stochastic Processes - Section 0.3.4 - Distributions related to the normal
1:26:30
3. Financial Mathematics Black-Scholes Background Stochastic Integration, Martingales
0:15:50
160B. Lecture 11. Part 5 (The martingale property)
0:28:23
Stochastic 20: chapter 4, recording 1
0:39:05
Stochastic process
0:30:28
Lecture 12 (Part 3): Stochastic process induced (defined) by Wiener Integral, is a martingale!
0:59:10
Brownian Motion & Martingales (Chapter 7) | CM2 | IFoA | IAI
Комментарии