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Ph.D. course "The mathematics of energy markets" - Lecture 5

Ito processes and Ito-Doeblin formula. Stochastic…

From  Tiziano Vargiolu May 16th, 2023 5 plays 0  

Ph.D. course "The mathematics of energy markets" - Lecture 4

Brownian motion. Nondifferentiability of paths.…

From  Tiziano Vargiolu May 11th, 2023 5 plays 0  

Lecture 34: multidimensional stochastic calculus

Multidimensional stochastic integrals:…

From  Tiziano Vargiolu April 14th, 2022 29 plays 0