Icef-scalc-2022-fall — различия между версиями

Версия 14:41, 22 ноября 2022

Week 1. Sigma algebras, conditional expected value

Passcode: t@+*99PH

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

Passcode: 43qyC*Fz

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

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+[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]
-[https://raw.githubusercontent.com/bdemeshev/sc401/master/matek2_collect/matek2_collection.pdf Past exams collection]
+Week 1. Sigma algebras, conditional expected value
-[https://t.me/+2KbmI_35sQQ5OGZi telegram QA and announcements]
+[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]