Lecture notes updated_澳门葡京手机版app下载

davidru
2023-11-06T18:31:45.540Z
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www.uio.no

I have updated the lecture notes with today's theory on: supermartingales, submartingales and Doob decomposition (in discrete time with a proof) and the examples we went through (likelihood ratio, random walk, Brownian motion).

I have added some exercises at the end of Chapter 8 that you can try to solve.

See you on Wednesday!