Search for tag: "cross variation"

Lecture 57: Levy's characterization

Stochastic integral of complex-valued processes.…

From  Tiziano Vargiolu May 18th, 2022 17 plays 0  

Lecture 45b: stochastic differential of a product

Stochastic differential of a product.

From  Tiziano Vargiolu May 4th, 2022 16 plays 0  

Lecture 44: multidimensional Ito-Doeblin formula

The multidimensional Ito-Doeblin formula

From  Tiziano Vargiolu May 2nd, 2022 20 plays 0  

Lecture 41: generalized stochastic integral

General definition and properties of stochastic…

From  Tiziano Vargiolu April 28th, 2022 35 plays 0  

Lecture 42: multidimensional Ito processes

Multidimensional stochastic integrals and Ito…

From  Tiziano Vargiolu April 28th, 2022 25 plays 0  

Lecture 34: multidimensional stochastic calculus

Multidimensional stochastic integrals:…

From  Tiziano Vargiolu April 14th, 2022 29 plays 0  

Lecture 32: cross-variation

Cross-variation: definition.…

From  Tiziano Vargiolu April 13th, 2022 21 plays 0