Icef-scalc-2022-fall — различия между версиями
Материал из Wiki - Факультет компьютерных наук
Bdemeshev (обсуждение | вклад) |
Bdemeshev (обсуждение | вклад) |
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[https://t.me/+2KbmI_35sQQ5OGZi telegram QA and announcements] | [https://t.me/+2KbmI_35sQQ5OGZi telegram QA and announcements] | ||
− | [https://zoom.us/j/8126338383 zoom meetings] | + | [https://zoom.us/j/8126338383 zoom meetings link] |
− | + | [https://disk.yandex.ru/d/93M_J0sW1LxPpQ zoom recordings] | |
− | [https://github.com/bdemeshev/icef_stocalc_2022_fall/ | + | [https://github.com/bdemeshev/icef_stocalc_2022_fall/tree/main/lecture_notes all handwritten notes] |
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+ | Week 1. Sigma algebras, conditional expected value | ||
Week 2. Conditional variance, geometric viewpoint, martingales, stopping times | Week 2. Conditional variance, geometric viewpoint, martingales, stopping times | ||
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Week 3. Doob's theorem, ABRACADABRA, Wiener process | Week 3. Doob's theorem, ABRACADABRA, Wiener process | ||
− | + | Week 4. Stochastic integral. | |
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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.