Covers Girsanov's Theorem, absolutely continuous measures, and numerical simulation of Stochastic Differential Equations (SDEs) with applications in finance.
Explores the concept of martingales and their relation to Brownian motion through symmetric simple random walks and discusses the potential positive outcomes from the current crisis.
Explores Hausdorff dimension and its application to Brownian motion sets, emphasizing the importance of understanding set dimensions in stochastic processes.
Explores stationarity in stochastic processes, showcasing how statistical characteristics remain constant over time and the implications on random variables and Fourier transforms.
