48:17 duration 48 minutes 17 seconds
Lecture 41: generalized stochastic integral
General definition and properties of stochastic integral.
01:22:08 duration 1 hour 22 minutes
Lecture 34: multidimensional stochastic calculus
Multidimensional stochastic integrals: definition, linearity, mean and covariance matrix, martingale property, cross-variation.