Lecture notes updated
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!
Published Nov. 6, 2023 7:31 PM
- Last modified Nov. 6, 2023 7:32 PM