15.070J | Fall 2013 | Graduate

Advanced Stochastic Processes

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Description:

Hitting and stopping times of three samples of Brownian motion. (Image courtesy of Thomas Steiner on Wikimedia Commons License: CC-BY-SA.)

Alt text:
A graph depicting three examples in blue, yellow, and green of stopped Brownian motion.
Caption:
Hitting and stopping times of three samples of Brownian motion. (Image courtesy of Thomas Steiner on Wikimedia Commons. License: CC-BY-SA.)
Credit:
Image courtesy of Thomas Steiner on Wikimedia Commons License: CC-BY-SA.
A graph depicting three examples in blue, yellow, and green of stopped Brownian motion.

Course Info

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Problem Sets with Solutions
Exams with Solutions
Lecture Notes
Instructor Insights