Title of the course: Discrete Time Martingales
Instructor: Dr. Pal Galicza
Institution: Renyi Institute
Dates: 30 August – 4 September 2021
Prerequisites: Basic calculus and basic probability theory
Level: Advanced undergraduate
Abstract: We start by introducing the concept of conditional expectation and martingales. First we discuss some examples and the most important tools such as the Martingale Convergence Theorem and the Optional Stopping Theorem. In the rest of the tools we show numerous applications in Probability Theory.
Language: EN