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19: Wahrscheinlichkeitstheorie, Vorlesung, SS 2016, am 13.07.2016

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Manage episode 188754109 series 1602822
Content provided by Karlsruher Institut für Technologie (KIT). All podcast content including episodes, graphics, and podcast descriptions are uploaded and provided directly by Karlsruher Institut für Technologie (KIT) or their podcast platform partner. If you believe someone is using your copyrighted work without your permission, you can follow the process outlined here https://player.fm/legal.
19 | 0:00:00 Starten 0:00:10 Englische Zusammenfassung von Begriffen und Resultaten aus Lektion 18 0:09:15 L2-Martingale haben orthogonale Zuwächse 0:12:25 Martingale und konvexe Funktionen liefern Submartingale 0:14:18 Spielsysteme 0:19:49 Martingaltransformation 0:21:24 Satz über die Martingaltransformation 0:28:11 Bemerkungen zut Martingaltransformation 0:30:21 Gestoppte Martingale bleiben Martingale 0:37:55 Satz (Optionales Stoppen, Doob) 0:56:11 Das Spieler-Ruin-Problem
  continue reading

20 episodes

Artwork
iconShare
 
Manage episode 188754109 series 1602822
Content provided by Karlsruher Institut für Technologie (KIT). All podcast content including episodes, graphics, and podcast descriptions are uploaded and provided directly by Karlsruher Institut für Technologie (KIT) or their podcast platform partner. If you believe someone is using your copyrighted work without your permission, you can follow the process outlined here https://player.fm/legal.
19 | 0:00:00 Starten 0:00:10 Englische Zusammenfassung von Begriffen und Resultaten aus Lektion 18 0:09:15 L2-Martingale haben orthogonale Zuwächse 0:12:25 Martingale und konvexe Funktionen liefern Submartingale 0:14:18 Spielsysteme 0:19:49 Martingaltransformation 0:21:24 Satz über die Martingaltransformation 0:28:11 Bemerkungen zut Martingaltransformation 0:30:21 Gestoppte Martingale bleiben Martingale 0:37:55 Satz (Optionales Stoppen, Doob) 0:56:11 Das Spieler-Ruin-Problem
  continue reading

20 episodes

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