Lecture 25

7 Dezembro 2023, 08:30 • Telmo Peixe

Martingales: stopping times, stochastic processes with stopping times.

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Lecture 24

5 Dezembro 2023, 08:30 • Telmo Peixe

1. Markov chains: stationary distribution.
2. Martingales: the martingale strategy, definition of martingale, properties, examples.

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Lecture 23

30 Novembro 2023, 08:30 • Telmo Peixe

Markov chains: recurrence, classification of states, stationary distribution.

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Lecture 22

28 Novembro 2023, 08:30 • Telmo Peixe

Markov chains: classification of states.

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Lecture 21

23 Novembro 2023, 08:30 • Telmo Peixe

Markov chains: recurrence, classification of states.

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