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60. Where Do We Go From Here?
00:18:16
59.2 The Dirichlet Problem
00:34:42
59.1 Bachelier's Principle
00:26:46
58.3 The Reflection Principle
00:17:48
58.2 Rapid Oscillations
00:09:08
58.1 Blumenthal's 0-1 Law
00:17:00
55.1 Gaussian Processes
00:36:13
52.3 Weak Convergence of Stochastic Processes
00:13:57
57.3 Strong Markov Property III
00:18:47
57.2 Strong Markov Property II
00:20:41
57.1 Strong Markov Property I
00:18:14
56.3 Stopped Processes
00:13:55
56.2 Stopping Times and Optional Times
00:32:13
56.1 Progressively Measurable Processes
00:15:17
55.2 Scaling Properties of Brownian Motion
00:20:19
54.2 Rough Paths
00:34:15
54.1 p-Variation
00:32:31
53.3 Donsker's Functional Central Limit Theorem
00:36:14
53.2 Random Walk CLT
00:16:23
53.1 Weak Convergence Odds and Ends
00:17:21
52.2 Kolmogorov Tightness Criteria
00:17:57
52.1 Wiener Measure
00:19:34
51.3 Kolmogorov's Continuity Criteria
00:23:35
51.2 Holder Continuity
00:24:01
51.1 Versions
00:22:44
50.2 Martingale Convergence Theorem
00:27:46
50.1 Upcrossings of Submartingales
00:23:19
49.3 (Sub)martingale Maximal Inequalities
00:21:37
49.2 Holder's Inequality
00:09:14
49.1 Optional Stopping and Sampling
00:35:35