Lecture 6

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

Itô's stochastic integral.

---

Lecture 5

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

Brownian motion.

The martingale transform and the stochastic integral.

---

Lecture 4

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

Martingales

---

Lecture 3

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

Stochastic processes and martingales

---

Lecture 2

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

Stochastic processes

---