This seminar is running in a learning style. Various topics in Analysis and Probability will be presented as the rigorous mathematical foundations of financial mathematics. All faculty and students are welcome to participate.
The topics this semester are discrete-time martingales, continuous-time martingales, Brownian motions, Ito integral, Ito formula, martingale representation theorem.
Thursday, Oct 5, 2017 at 10:30-11:30, Location: ENG-210
Dr. Niushan Gao, Ryerson University
Topic: Martingale maximal inequalities and Doob's convergence theorem