5. Stochastic Processes I

MIT 18.S096 Topics in Mathematics with Applications in Finance, Fall 2013
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Instructor: Choongbum Lee

*NOTE: Lecture 4 was not recorded.
This lecture introduces stochastic processes, including random walks and Markov chains.

License: Creative Commons BY-NC-SA
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random walk,Markov chain,Martingale,Optional Stopping Theorem,