Week 7.3: Integrals of the type ∫ f(t) dW_t-2

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AB
2021年1月4日

Excellent course with rigorous introduction to some of the advanced topics in stochastic processes such as levy process etc. Highly recommended

PG
2020年4月15日

Vladimir did a wonderful job. Your course is too good. Request to add more practical problems.

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Week 7: Stochastic integration & Itô formula
Upon completing this week, the learner will be able to calculate stochastic integrals of various types and apply Itô’s formula for calculation of stochastic integrals as well as for construction of various stochastic models.

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    Vladimir Panov

    Assistant Professor

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