SeminarsMartingales, Brownian Motions, and Levy Processes.
128
reads
In this talk, we shall talk on martingales, with view on the Doob-Meyer Decompotion. Then we talk on Brownian motion, with view on its martingale properties. Finally we introduce Levy processes via Brownian first passage times.
reads
Narn-Rueih Shieh
2008-05-09
09:30:00 - 10:40:00
308 , Mathematics Research Center Building (ori. New Math. Bldg.)
In this talk, we shall talk on martingales, with view on the Doob-Meyer Decompotion. Then we talk on Brownian motion, with view on its martingale properties. Finally we introduce Levy processes via Brownian first passage times.