Probability Measure Martingales: Vitali’s convergence theorem, martingale inequalities: Yr 3 Lecture

In the first part of this lecture, the fifth of five we are showing from the 'Probability, Measure and Martingales' 3rd year student course, Jan Obloj finishes the proof of Vitali’s convergence theorem and extends stopping theorems to uniformly integrable martingales. In the second part, we establish Doob’s maximal and Lp inequalities.

You can watch the five lectures from the course as they appear on the playlist:    • Student lectures - Probability, Measure an...…

You can also watch many other student lectures via our main Student Lectures playlist (also check out specific student lectures playlists):    • Student Lectures - All lectures  

All first and second year lectures are followed by tutorials where students meet their tutor in pairs to go through the lecture and associated problem sheet and to talk and think more about the maths. Third and fourth year lectures are followed by classes.