Covers Doob's decomposition theorem for submartingales and explores Brownian motion properties, quadratic variation, and continuous martingales.
Explores martingale convergence, discussing the conditions for convergence and variance in martingales.
Explores Fokker-Planck equations, escape rates, and first passage time analysis in statistical physics.
Explores the core concepts of Brownian motion, from molecules to cells, including its history, hypothesis versus description, Langevin's solution, and methods for measuring Brownian motion.
Covers the concept of Doob's martingale and its properties, including integrability and convergence theorem.
