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Lecture 41: generalized stochastic integral

General definition and properties of stochastic integral.

From  Tiziano Vargiolu 30 plays 0  

Lecture 34: multidimensional stochastic calculus

Multidimensional stochastic integrals: definition, linearity, mean and covariance matrix, martingale property, cross-variation.

From  Tiziano Vargiolu 19 plays 0