Search for tag: "complex-valued stochastic integral"

Lecture 57: Levy's characterization duration 36 minutes 2 seconds Lecture 57: Levy's characterization Lecture 57: Levy's characterization	Lecture 57: Levy's characterization Stochastic integral of complex-valued processes. Levy's characterization of a multidimensional Brownian motion. complex-valued stochastic integral levy's characterization theorem cross variation quadratic variation martingale property brownian motion ito-doeblin formula From Tiziano Vargiolu 15 plays 0

duration 36 minutes 2 seconds

Lecture 57: Levy's characterization

Stochastic integral of complex-valued processes. Levy's characterization of a multidimensional Brownian motion.

From Tiziano Vargiolu 15 plays 0