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  1. Courses
  2. Undergraduate
  3. Part B
  4. Hilary
  5. B8.2 Continuous Martingales and Stochastic Calculus (2025-26)
  6. Course Materials
  7. B8.2 Problem Sheet 2

B8.2 Problem Sheet 2

Completion requirements

Covers the material on stopping times, optional stopping theorem, and martingale spaces, quadratic variation processes.

  • B8.2 Problem Sheet 2 (with Solutions for Sections AC).pdf B8.2 Problem Sheet 2 (with Solutions for Sections AC).pdf
    29 January 2026, 11:08 AM
  • B8.2 Problem Sheet 2.pdf B8.2 Problem Sheet 2.pdf
    29 January 2026, 11:08 AM
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