Icef-scalc-2022-fall — различия между версиями

Версия 22:21, 2 декабря 2022

Week 1. Sigma algebras, conditional expected value

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

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

Week 4. Stochastic integral.

@@ Строка 3: / Строка 3: @@
 [https://t.me/+2KbmI_35sQQ5OGZi telegram QA and announcements]
-[https://zoom.us/j/8126338383 zoom meetings]
+[https://zoom.us/j/8126338383 zoom meetings link]
-Week 1. Sigma algebras, conditional expected value
+[https://disk.yandex.ru/d/93M_J0sW1LxPpQ zoom recordings]
-[https://github.com/bdemeshev/icef_stocalc_2022_fall/raw/main/lecture_notes/week-1_sigma-algebras-conditional-expected-value.pdf notes]
+[https://github.com/bdemeshev/icef_stocalc_2022_fall/tree/main/lecture_notes all handwritten notes]
-https://zoom.us/rec/share/tRvaLbF2UKSuklQZvZHV8k3YFsFUIUioEF2LWTsaWvbNba1aFbEwd1O0i-x3gaqx.igDQfxV0meVANBmX
-Passcode: t@+*99PH
+Week 1. Sigma algebras, conditional expected value
 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]
+Week 4. Stochastic integral.
-https://zoom.us/rec/share/G584qJor79JAqvmEe7RM3KLW0i27FOQ8WOzec6SFl1Ur5hvv_N8WJu-DeavI_6DO.RHRQaNUNpSYNVhep
-Passcode: YZ8wpzH#