Indefinite stochastic integrals

10 Março 2023, 11:00 • João Guerra

Indefinite stochastic integrals or stochastic integral processes. Definition and main properties. 

---

Stochastic integrals for adapted processes and main properties

8 Março 2023, 10:00 • João Guerra

Stochastic integrals for adapted processes (processes in space L^{2}_{a,T}) and main properties. Discussion of exercises. 

---

Stochastic integrals for simple processes

3 Março 2023, 11:00 • João Guerra

Stochastic integrals - motivation and definition of stochastic integrals for simple processes.

---

Properties of Brownian motion and exercises on martingales

1 Março 2023, 10:00 • João Guerra

Exercises on Martingales and the Chebyshev inequality. 

---

Martingales in continuous time and Brownian motion

24 Fevereiro 2023, 11:00 • João Guerra

Martingales in continuous time. 

---