01:37:13duration 1 hour 37 minutes
Ph.D. course "The mathematics of energy…
Ph.D. course "The mathematics of energy markets" - Lecture 5
Ito processes and Ito-Doeblin formula. Stochastic…
01:25:22duration 1 hour 25 minutes
Ph.D. course "The mathematics of energy markets" - Lecture 4
Brownian motion. Nondifferentiability of paths.…
01:22:08duration 1 hour 22 minutes
Lecture 34: multidimensional stochastic calculus
Multidimensional stochastic integrals:…