Mathématiques appliquées
The Theory of Martingales course explores a fundamental concept in
probability theory with extensive applications in finance, statistics,
and various branches of mathematics. It delves into the definition and
properties of martingales, focusing on their role in stochastic
processes. Key topics include stopping times, the optional stopping
theorem, and Doob's martingale inequalities. The course also covers
applications of martingales in proving convergence theorems, such as the
Strong Law of Large Numbers and the Central Limit Theorem. Through
a rigorous mathematical framework, students gain a deep understanding of
martingales' behavior and their significance in theoretical and applied
contexts.
- Enseignant: Nabil Khelfallah
- Enseignant: Ouarda TABRHA
- Enseignant: Tidjani Menacer
- Enseignant: Houas Amrane
- Enseignant: Abdelhakim Necir
- Enseignant: sana benameur
- Enseignant: Djabrane Yahia