Stochastic Calculus
Learn or refresh your stochastic calculus with a full lecture, practical examples and 20+ exercises and solutions.
4.07 (215 reviews)
1,427
students
2.5 hours
content
Sep 2021
last update
$19.99
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What you will learn
Derive and calculate stochastic processes and integrals
Apply the Itô's lemma to a wide range of processes
Identify martingales and Brownian motions
Stochastic Calculus
σ-algebra
Measure, Probability
Martingale
Brownian Motion
Itô's Lemma
Itô's Process
Radon–Nikodym Theorem
Girsanov Theorem
Stopping Time
Optional Stopping Theorem
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Related Topics
3950832
udemy ID
3/31/2021
course created date
1/28/2022
course indexed date
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