FinMath L1-2: M2 class and Ito integral for simple processes

In the second part of Lesson 1, we give some basic details about the Ito integral and discuss what are the functions for which the Ito integral can be correctly defined. The M2 class is a first answer, but we will soon see that it can be enlarged.
We will then introduce the concept of simple process, as a building block of our approach to Ito calculus. The definition of Ito integral for simple processes closes the video.

Topics:
00:00 Basics of Ito integration
07:45 The M2 class
20:53 Simple processes
27:35 Ito integral for simple processes