18.445 | Spring 2015 | Graduate

Introduction to Stochastic Processes

Lecture Notes

18.445 Introduction to Stochastic Processes, Lecture 16

Description:

This file contains information regarding martingales: optional stopping theorem.

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Lecture Notes
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18.445 Introduction to Stochastic Processes, Lecture 16

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Spring 2015
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Lecture Notes
Problem Sets with Solutions