Lecture 10 (Part 4): Continuous times martingale and examples

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#