Quantitative Analysis.
Trading Platform.
Python for Excel.
Author.
I.Basic math.
II.Pricing and Hedging.
III.Explicit techniques.
IV.Data Analysis.
V.Implementation tools.
VI.Basic Math II.
1.Real Variable.
A.Operations on sets and logical statements.
B.Fundamental inequalities.
C.Function spaces.
D.Measure theory.
E.Various types of convergence.
a.Uniform convergence and convergence almost surely. Egorov's theorem.
b.Convergence in probability.
c.Infinitely often events. Borell-Cantelli's lemma.
d.Integration and convergence.
e.Convergence in Lp.
f.Vague convergence. Convergence in distribution.
F.Signed measures. Absolutely continuous and singular measures. Radon-Nikodym theorem.
G.Lebesgue differentiation theorem.
H.Fubini theorem.
I.Arzela-Ascoli compactness theorem.
J.Partial ordering and maximal principle.
K.Taylor decomposition.
2.Laws of large numbers.
3.Characteristic function.
4.Central limit theorem (CLT) II.
5.Random walk.
6.Conditional probability II.
7.Martingales and stopping times.
8.Markov process.
9.Levy process.
10.Weak derivative. Fundamental solution. Calculus of distributions.
11.Functional Analysis.
12.Fourier analysis.
13.Sobolev spaces.
14.Elliptic PDE.
15.Parabolic PDE.
VII.Implementation tools II.
Bibliography.
Back to topic. Leave a message. Login. Create an account.


his is a forum for the topic "Infinitely often events. Borell-Cantelli's lemma." of the "Notes on Quantitative Analysis in Finance".
Use the "Leave a message" link to start discussion of any subject. Use any of the "...Reply" links to continue existing discussion or to reply to an existing message. Please, do not post a new message to reply to an existing message.

There are no messages.

Back to topic. Leave a message. Login. Create an account.


















Copyright 2009.