Icef-scalc-2022-fall — различия между версиями
Материал из Wiki - Факультет компьютерных наук
Bdemeshev (обсуждение | вклад) |
Bdemeshev (обсуждение | вклад) |
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[https://github.com/bdemeshev/icef_stocalc_2022_fall/raw/main/lecture_notes/week-3_doobs-theorem-abracadabra-wiener-process.pdf notes] | [https://github.com/bdemeshev/icef_stocalc_2022_fall/raw/main/lecture_notes/week-3_doobs-theorem-abracadabra-wiener-process.pdf notes] | ||
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| + | https://zoom.us/rec/share/G584qJor79JAqvmEe7RM3KLW0i27FOQ8WOzec6SFl1Ur5hvv_N8WJu-DeavI_6DO.RHRQaNUNpSYNVhep | ||
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| + | Passcode: YZ8wpzH# | ||
Версия 14:42, 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
Passcode: YZ8wpzH#
