Saint Petersburg, 199178, Russia, Line 14th (Vasilyevsky Island), 29
(812) 363-68-71, (812) 363-68-72
ru en

Martingale theory

2020 – 2021, VII semester

Course information

The course presents the foundations of martingale theory and its applications in analysis, measure theory, and probability.

The main objects are martingales, submartingales, random time change, maximal inequalities, martingale convergence theorems, continuous time martingales.

Course program