Lecture 6

5 março 2020, 10:00 • MANUEL CIDRAES CASTRO GUERRA

Itô's stochastic integral.

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Lecture 5

4 março 2020, 14:00 • MANUEL CIDRAES CASTRO GUERRA

Brownian motion.

The martingale transform and the stochastic integral.

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Lecture 4

3 março 2020, 10:00 • MANUEL CIDRAES CASTRO GUERRA

Martingales

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Lecture 3

27 fevereiro 2020, 10:00 • MANUEL CIDRAES CASTRO GUERRA

Stochastic processes and martingales

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Lecture 2

20 fevereiro 2020, 10:00 • MANUEL CIDRAES CASTRO GUERRA

Stochastic processes

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