Lecture 14 (Part 3): General Itô's lemma (heuristic derivation and examples)

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This course is an introduction to stochastic calculus based on Brownian motion. Topics include the construction of Brownian motion; martingales in continuous time; the Ito integral; localization; Ito calculus; stochastic differential equations; Girsanov’s theorem; martingale representation; the Feynman-Kac formula. @RUeamHK0X6#
  1. Sukkur IBA University- Mathematics
  2. Sukkur IBA University
  3. Javed Hussain
  4. Stochastic Calculus
  5. Stochastic Process
  6. Wiener Process
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I am very impressed by Dr Javed Hussain Brohi....He is teaching like a real Phd Professor.No doubt IBA sukkhar is leading in quality mathematics education simply because of this Gem.Wishing to become a student of yours Sir!

muhammadbilal