Search for tag: "cross variation"

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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.… complex-valued stochastic integral +6 More From Tiziano Vargiolu May 18th, 2022 17 plays 0
Lecture 45b: stochastic differential of a product duration 9 minutes 45 seconds Lecture 45b: stochastic differential of a product Lecture 45b: stochastic differential of a product	Lecture 45b: stochastic differential of a product Stochastic differential of a product. stochastic differential +2 More From Tiziano Vargiolu May 4th, 2022 16 plays 0
Lecture 44: multidimensional Ito-Doeblin formula duration 16 minutes 21 seconds Lecture 44: multidimensional Ito-Doeblin formula Lecture 44: multidimensional Ito-Doeblin formula	Lecture 44: multidimensional Ito-Doeblin formula The multidimensional Ito-Doeblin formula ito-doeblin formula +3 More From Tiziano Vargiolu May 2nd, 2022 20 plays 0
Lecture 41: generalized stochastic integral duration 48 minutes 17 seconds Lecture 41: generalized stochastic integral Lecture 41: generalized stochastic integral	Lecture 41: generalized stochastic integral General definition and properties of stochastic… stochastic integral +4 More From Tiziano Vargiolu April 28th, 2022 35 plays 0
Lecture 42: multidimensional Ito processes duration 34 minutes 40 seconds Lecture 42: multidimensional Ito processes Lecture 42: multidimensional Ito processes	Lecture 42: multidimensional Ito processes Multidimensional stochastic integrals and Ito… stochastic integral +3 More From Tiziano Vargiolu April 28th, 2022 25 plays 0
Lecture 34: multidimensional stochastic calculus duration 1 hour 22 minutes Lecture 34: multidimensional stochastic calculus Lecture 34: multidimensional stochastic calculus	Lecture 34: multidimensional stochastic calculus Multidimensional stochastic integrals:… stochastic integral +5 More From Tiziano Vargiolu April 14th, 2022 30 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