Week 12 (December 3-4)
Section outline
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Wed (lecture): Martingales (chapter 12); Martingale convergence theorems (chapter 13)
Thu (exercises): Midterm #2 review
We will NOT cover section 12.4, The reflection principle.
Corresponding Videos
- MCT v1;
- From 2023 - Martingale transform; Doob's decomposition theorem (Brownian motion part is optional); Doob's martingale;
