**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 GraphSearch.

Lecture# FIN-415: Stochastic Calculus Lecture 3

Semantic navigation of **video lectures** is currently undergoing beta testing.

Feel free to use this new feature and send us feedback at graph-support@epfl.ch.

Also, join our usability study to get early access to our new LLM-powered chatbot!

Official source

This page is automatically generated and may contain information that is not correct, complete, up-to-date, or relevant to your search query. The same applies to every other page on this website. Please make sure to verify the information with EPFL's official sources.

Instructors

Loading

Related concepts

Loading

Lectures in same course

Loading

Instructors (2)

Related concepts (44)

Stochastic process

In probability theory and related fields, a stochastic (stəˈkæstɪk) or random process is a mathematical object usually defined as a sequence of random variables, where the index of the sequence has

Stochastic

Stochastic (stəˈkæstɪk; ) refers to the property of being well described by a random probability distribution. Although stochasticity and randomness are distinct in that

Estimator

In statistics, an estimator is a rule for calculating an estimate of a given quantity based on observed data: thus the rule (the estimator), the quantity of interest (the estimand) and its result (th

Conditional expectation

In probability theory, the conditional expectation, conditional expected value, or conditional mean of a random variable is its expected value – the value it would take "on average" over an arbitrar

Random variable

A random variable (also called random quantity, aleatory variable, or stochastic variable) is a mathematical formalization of a quantity or object which depends on random events. The term 'random va

Lectures in same course (29)