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Lecture 46: stochastic differential equations duration 28 minutes 25 seconds Lecture 46: stochastic differential equations Lecture 46: stochastic differential equations	Lecture 46: stochastic differential equations Stochastic differential equations in multidimensional spaces. Existence and uniquess theorem. Nonexistence: explosion time. stochastic differential equations strong solution existence and uniqueness explosion time stopping time From Tiziano Vargiolu 13 plays 0
Lecture 40: local martingales duration 1 hour 8 minutes Lecture 40: local martingales Lecture 40: local martingales	Lecture 40: local martingales Definition of local martingale. Construction of the stochastic integral for a process with locally square integrable sample paths. local martingale stopping time stochastic integral From Tiziano Vargiolu 25 plays 0
Lecture 38: stopped stochastic processes duration 54 minutes 6 seconds Lecture 38: stopped stochastic processes Lecture 38: stopped stochastic processes	Lecture 38: stopped stochastic processes Stopped stochastic processes. A stopped continuous martingale is a martingale. Properties of stopped stochastic integrals. stopping time stopped process martingales supermartingale submartingale stochastic integral From Tiziano Vargiolu 25 plays 0
Lecture 36: stopping times duration 1 hour 10 minutes Lecture 36: stopping times Lecture 36: stopping times	Lecture 36: stopping times Definition of stopping time, entrance and exit time. Properties of stopping times. stopping time entrance time exit time From Tiziano Vargiolu 22 plays 0