Sumários
Lecture TP26
18 Dezembro 2020, 13:30 • Telmo Peixe
Resolution of exercises: 3(d), 4, 5, and 6(a) of list 6.
Lecture TP25
16 Dezembro 2020, 14:30 • Telmo Peixe
- Martingales (Chp. 11): stopping times, and stochastic processes with stopping times.
- Resolution of exercises: 11.6, 11.8, 11.10, 11.11, 11.13, and 11.17.
Lecture TP24
11 Dezembro 2020, 13:30 • Telmo Peixe
Resolution of exercises: extra exercise (in the slides of lecture 23), and 1 (a), 2 (a,c), and 3 (b) of list 6.
Lecture TP23
9 Dezembro 2020, 14:30 • Telmo Peixe
- Resolution of exercise 5 (a) of list 5.
- Martingales: the martingale strategy, general definition of martingale, and examples of martingales.
Lecture TP22
4 Dezembro 2020, 13:30 • Telmo Peixe
- Markov chains: limit distributions.
- Resolution of exercises: 1, 2, 3, 4 of list 5.