Exploring Sochastic 20 Chapter 3 Recording 6
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- Application: exit times for the Brownian motion.
- Brownian motion.
- Stopped continuous martingales.
- Dyadic martingales.
- SDE: explicit solutions.
In-Depth Information on Sochastic 20 Chapter 3 Recording 6
Holder regularity of Brownian trajectories. SDE theory: existence. Continuous time processes. Nowhere differentiability of the Brownian trajectories.
The
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