Search for tag: "correlated brownian motion"

Lecture 45: consequences of the Ito-Doeblin… duration 46 minutes 2 seconds Lecture 45: consequences of the Ito-Doeblin… Lecture 45: consequences of the Ito-Doeblin formula	Lecture 45: consequences of the Ito-Doeblin formula A note on the integrability in the… ito-doeblin formula +1 More From Tiziano Vargiolu May 4th, 2022 17 plays 0
Lecture 32: cross-variation duration 28 minutes 7 seconds Lecture 32: cross-variation Lecture 32: cross-variation	Lecture 32: cross-variation Cross-variation: definition.… cross variation +1 More From Tiziano Vargiolu April 13th, 2022 21 plays 0
Lecture 31: the Cholesky decomposition duration 58 minutes 46 seconds Lecture 31: the Cholesky decomposition Lecture 31: the Cholesky decomposition	Lecture 31: the Cholesky decomposition The Cholesky decomposition correlated brownian motion +2 More From Tiziano Vargiolu April 13th, 2022 22 plays 0
Lecture 30: multidimensional Brownian motion duration 55 minutes 25 seconds Lecture 30: multidimensional Brownian motion Lecture 30: multidimensional Brownian motion	Lecture 30: multidimensional Brownian motion Definitions of multidimensional standard… brownian motion +2 More From Tiziano Vargiolu April 11th, 2022 23 plays 0

Lecture 45: consequences of the Ito-Doeblin formula