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Lecture 45: consequences of the Ito-Doeblin formula

A note on the integrability in the…

From  Tiziano Vargiolu May 4th, 2022 17 plays 0  

Lecture 32: cross-variation

Cross-variation: definition.…

From  Tiziano Vargiolu April 13th, 2022 21 plays 0  

Lecture 31: the Cholesky decomposition

The Cholesky decomposition

From  Tiziano Vargiolu April 13th, 2022 21 plays 0  

Lecture 30: multidimensional Brownian motion

Definitions of multidimensional standard…

From  Tiziano Vargiolu April 11th, 2022 22 plays 0