Ito Integral-I

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Probability and Stochastics for finance

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Nice explantation, congratulations (youssef ouknine)

youssefouknine

When writing t_1 <= t <= t_2, he makes a typo I think.
He should also subtract Delta(t_0)*W(t_0) which is what we pay when we first buy the stocks at time t_0.

muratyasar

Thanks for the very nice explanation. I want the book that you showed in the video, can you send it to me as a pdf if possible!

AminaAmina-byoh

Let me ask you a question . Why in the definition of ito integral both by kyoshi ito and by henstock approach, in the definition, always use mean square sense (E()^2 < epsilon and the integral is always element of L^2?

Arnold-ytrb

Does anyone know of any resources to learn basic measure theory for financial engineering? I want to understand the Ito Isometry L^2 part...

matchamochi

Ito Integral-I

Ito Integral-I

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