Lecture 6 (2nd part)

25 Novembro 2025, 18:00 • Nuno Miguel Brites

Exercises.

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Lecture 5 (2nd part)

18 Novembro 2025, 18:00 • Nuno Miguel Brites

Itô calculus and stochastic differential equations (conclusion). Exercises and presentation of a real application of SDEs.

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Lecture 4 (2nd part)

11 Novembro 2025, 18:00 • Nuno Miguel Brites

Itô calculus and stochastic differential equations

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Lecture 3 (2nd part)

4 Novembro 2025, 18:00 • Nuno Miguel Brites

Introduction to stochastic differential equations. 

Wiener process.

Exercises.

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Lecture 2 (2nd part)

28 Outubro 2025, 18:00 • Nuno Miguel Brites

Classical types of stochastic processes. Exercises.

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