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Martingales and Brownian Motion(Part 2)

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17 solved problems with brownian motion,description of Wiener processes and a few martingales.I discuss the problem of coupling of supermartingales, stopping times, and one or two submartingales.More to come

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Page 1: Martingales and Brownian Motion(Part 2)
Page 2: Martingales and Brownian Motion(Part 2)
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