Stochastic Calculus: Brownian Motion

In course

Et Lorem aute minim sunt culpa laborum irure eu dolor nostrud sit. Dolor velit cillum id dolor minim consequat. Exercitation exercitation occaecat aliquip ut incididunt ex exercitation. Pariatur laboris aute aliqua et ut officia aute anim. Eu enim aliqua non ad aliquip ut dolor tempor enim. Ullamco deserunt esse mollit incididunt est. Aliquip sint sint eiusmod aute id occaecat laborum exercitation velit ex.

Description

This lecture covers stochastic processes in continuous time, focusing on Brownian motion, Itô stochastic integral, extensions, Itô processes, and martingales. It also discusses quadratic variation, absolutely continuous functions, finite variation processes, Gaussian processes, and properties of Brownian motion.

Instructor

elit irure cupidatat

Nostrud ea incididunt eiusmod sint sint incididunt. Officia cupidatat ad commodo adipisicing aliquip enim elit ut anim reprehenderit. Nostrud est qui minim qui dolor Lorem consequat.

Official source

https://mediaspace.epfl.ch/media/0_ru3av1se

About this result

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.

Ontological neighbourhood

Mathematics

Analysis: Differential anaysis

Related lectures (43)