TP4

5 Fevereiro 2026, 11:00 • Alexandra Symeonides

Brownian Motion. Definition and main properties. Exercises 1.17, 1.18, 2.1, 2.3, 2.4.

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TP3

3 Fevereiro 2026, 11:30 • Alexandra Symeonides

Martingales in discrete and continuous time. Martingale transforms and gambling systems. Ex 1.14 - 1.16

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TP2

29 Janeiro 2026, 11:00 • Alexandra Symeonides

Regularity of Stochastic Processes. Conditional Expectation. Exercises 1.4 and 1.9 to 1.13

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TP 1

27 Janeiro 2026, 11:30 • Alexandra Symeonides

Presentation of the course. Introduction. Review of probability and stochastic processes. Exercises 1.2, 1.3, 1.5-1.8

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