Просмотр исходного текста страницы Icef-scalc-2022-fall

[https://raw.githubusercontent.com/bdemeshev/sc401/master/matek2_collect/matek2_collection.pdf Past exams collection]

[https://t.me/+2KbmI_35sQQ5OGZi telegram QA and announcements]

[https://zoom.us/j/8126338383 zoom meetings]

Week 1. Sigma algebras, conditional expected value

[https://github.com/bdemeshev/icef_stocalc_2022_fall/raw/main/lecture_notes/week-1_sigma-algebras-conditional-expected-value.pdf notes]

https://zoom.us/rec/share/tRvaLbF2UKSuklQZvZHV8k3YFsFUIUioEF2LWTsaWvbNba1aFbEwd1O0i-x3gaqx.igDQfxV0meVANBmX 

Passcode: t@+*99PH


Week 2. Conditional variance, geometric viewpoint, martingales, stopping times

[https://github.com/bdemeshev/icef_stocalc_2022_fall/raw/main/lecture_notes/week-2_conditional-variance-geometry-matringales-stopping-times.pdf notes]

https://zoom.us/rec/share/IBabgzlXq0WVSLA0oRBBB7PToPRV70vPRaHM2YczWhREbIFh0BJdWAs84-Y-d_li.5CF4jQ1LVqu9nClJ 

Passcode: 43qyC*Fz


Week 3. Doob's theorem, ABRACADABRA, Wiener process

[https://github.com/bdemeshev/icef_stocalc_2022_fall/raw/main/lecture_notes/week-3_doobs-theorem-abracadabra-wiener-process.pdf notes]