Class 17, Video 1: Stopping Times and the Martingale Stopping Theorem
In this video we define stopping times for martingales, and state the Martingale Stopping Theorem.
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Class 17, Video 2: Hitting times of Random Walks
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A Coin Flip Paradox and the ABRACADABRA Theorem for infinite monkeys: How long does it take? #SoME2
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MT/13. Stopping time
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11-01. Martingale theory - Stopping time and optional stopping theorem.
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How to Use Math To Beat Roulette - The Martingale Strategy
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Stopping Times - What are They? Examples and Explanation | Stochastic Processes | Probability
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Why is there no equation for the perimeter of an ellipse‽
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Probability, Measure & Martingales: Stopped martingales & optional sampling theorems: 3rd Yr Lecture
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Lambert W Function
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Probability, Measure & Martingales - Let there be time: filtrations & stopping times, 3rd Yr Lecture
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Martingales
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Brownian Motion - A Beautiful Monster
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Gambling with the Martingale Strategy - Numberphile
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When to stop being greedy and just park | Optimal stopping and dynamic programming
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MT/16. Doob's upcrossing lemma
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Martingales
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If You Have A Bad Memory, I’ll Help You Fix It In 28 Minutes
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160B Lecture 13. Part 1. The optional stopping theorem.
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11-07. Martingale theory - Optional stopping: the ABRACADABRA problem.
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