Ito Lemma Variants

Related lectures (31)

Page 3 of 4

Covers the inverse Pythagorean proof and provides detailed solutions to Basel exercises.

Explores rounding the relaxation and Max Sum Diversification, discussing effects, integral solutions, and loss bounds.

Explains the Wronskian and its role in determining linear independence of solutions to differential equations.

Covers the description of problem solutions and the concept of compactness and uniform continuity.

Explores differentiating under the integral sign and conditions for differentiation, with examples and extensions to functions on open intervals.

Covers the extension and periodicity of Fourier series and the interpretation of coefficients.

Covers the approximation of functions in Sobolev spaces using smooth functions.

Explores the construction of Brownian motion with continuous trajectories and the dimension of its zero set.

Covers the Implicit Functions Theorem, providing a general understanding of implicit functions.

Covers the Hadamard factorisation theorem for entire functions of order at most 1.