Probability, Measure and Martingales - Let There Be Time: Filtrations and Stopping Times

This lecture, the second in a five-part series from the University of Oxford's 'Probability, Measure and Martingales' third-year course, introduces fundamental concepts in stochastic processes. Join Professor Jan Obloj as he explores the notion of stochastic processes, filtrations (the mathematical representation of information flow), and stopping times, which serve as essential building blocks for understanding random clocks on which martingales operate. Access the complete five-lecture series through the dedicated playlist, or explore other undergraduate mathematics lectures available in Oxford's comprehensive student lecture collections. Oxford's teaching approach combines these lectures with personalized tutorials for first and second-year students (meeting in pairs with tutors) and class sessions for third and fourth-year students.