Brownian motion. Martingales in discrete time

21 Setembro 2018, 12:00 • João Guerra

Brownian motion: Basic properties. 

Conditional expectation: Basic properties. 

Martingales in discrete time: definition and example. 

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Presentation. Brief introduction to Brownian motion

19 Setembro 2018, 11:30 • João Guerra

Presentation of the programme, assessment, bibliography. 

Brief general introduction to Brownian motion and stochastic calculus.

Brownian motion: brief history, definition and relationship with random walk. 

Brownian motion with drift: definition. 

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