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Description for Martingales and Stochastic Integrals (SF2970) | KTH
description
martingales
stochastic
integrals
kth
https://edu.epfl.ch/coursebook/en/martingales-and-brownian-motion-MATH-330
Martingales and Brownian motion - MATH-330 - EPFL
Introduction to the theory of discrete-time martingales (optional stopping and convergence theorems) and its applications (gambler's ruin, branching processes,...
brownian motion
martingales
math
epfl
https://ec2-15-222-56-132.ca-central-1.compute.amazonaws.com/definition/martingales
martingales - Definition and Meaning
nounPlural form of martingale.
martingales
definition
meaning
https://courses.maths.ox.ac.uk/mod/assign/view.php?id=56561
B8.1 Probability, Measure and Martingales (2024-25): Problem Sheet 2 | Mathematical Institute
https://ir.cwi.nl/pub/34
Centrum Wiskunde & Informatica: On Bernstein-type inequalities for martingales
centrum
wiskunde
informatica
bernstein
type
https://courses.maths.ox.ac.uk/course/info.php?id=660
Course information | B8.1 Probability, Measure and Martingales (2022-23) | Mathematical Institute
course information
https://arxiv.org/abs/1111.6038
[1111.6038] Optimal dual martingales, their analysis and application to new algorithms for Bermudan...
Abstract page for arXiv paper 1111.6038: Optimal dual martingales, their analysis and application to new algorithms for Bermudan products
https://portal.fis.tum.de/en/publications/martingales-and-some-generalizations-arising-from-the-supersymmet/
Martingales and some generalizations arising from the supersymmetric hyperbolic sigma model -...
from the
martingales
generalizations
arising
https://publikationen.bibliothek.kit.edu/1000067885
Martingales
martingales
https://edu.epfl.ch/coursebook/fr/martingales-in-financial-mathematics-MATH-470
Martingales in financial mathematics - MATH-470 - EPFL
The aim of the course is to apply the theory of martingales in the context of mathematical finance. The course provides a detailed study of the mathematical...
financial mathematics
martingales
epfl
https://www.mis.mpg.de/de/events/event/optimal-transport-localisation-and-martingales
Optimal transport localisation and martingales in AG Analysis-Probability: MPI MIS
optimal transport
localisation
martingales
https://cir.nii.ac.jp/crid/1010000781981214984
On a condition that one-dimensional diffusion processes are martingales | CiNii Research
on a
that one
https://courses.maths.ox.ac.uk/course/section.php?id=7427
Section: General | B8.2 Continuous Martingales and Stochastic Calculus (2019-20) | Mathematical...
https://web.stanford.edu/~glynn/papers/2002/HendersonG02.html
Approximating Martingales for Variance Reduction in Markov Process Simulation
markov process
martingales
variance
reduction
simulation
https://courses.maths.ox.ac.uk/course/section.php?id=10857
Section: General | B8.2 Continuous Martingales and Stochastic Calculus (2024-25) | Mathematical...
https://research-portal.st-andrews.ac.uk/en/publications/uniform-convergence-for-complex-01-martingales/
Uniform convergence for complex $[0,1]$-martingales - University of St Andrews Research Portal
university of st andrews
https://researchconnect.buffalo.edu/en/publications/probabilistic-martingales-and-bptime-classes/
Probabilistic martingales and BPTIME classes - SUNY University at Buffalo
probabilistic
martingales
classes
suny
university