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Narn-Rueih Shieh

2008-05-09
09:30:00 - 10:40:00

Martingales, Brownian Motions, and Levy Processes.

308 , Mathematics Research Center Building (ori. New Math. Bldg.)

In this talk, we shall talk on martingales, with view on the Doob-Meyer Decompotion. Then we talk on Brownian motion, with view on its martingale properties. Finally we introduce Levy processes via Brownian first passage times.