Stochastic Calculus: Lecture 1Covers the essentials of probability, algebras, and conditional probability, including the Borel o-algebra and Poisson processes.
Ito Lemma VariantsExplores the Ito Lemma and its variants, discussing localization and proof techniques.
Martingales and Brownian MotionExplores martingales, Brownian motion, submartingales, descents monitoring, and convergence theorems with practical examples.