Are you an EPFL student looking for a semester project?
Work with us on data science and visualisation projects, and deploy your project as an app on top of Graph Search.
This lecture covers the concept of quadratic variation in the context of martingales and stochastic integrals. It explains how to define quadratic variation for a continuous martingale and its properties. The lecture also discusses the extension of processes and the Hilbert space associated with them.