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Introduction to Brownian Motion and the Itō Integral, Robert Simione - part2

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Uploaded by on May 20, 2010

Part 2 of a lecture from the Seminar Diagonal series given by Robert Simione at the Instituto Superior Técnico in Lisbon, Portugal.
May 19, 2010

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Education

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Uploader Comments (ledflyd)

  • Earlier in the presentation the lecturer correctly uses the word "die" instead of "dice" ...

  • @Gaussdxdydz indeed... the lecturer is one smart cookie

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All Comments (6)

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  • He needs to press the chalk harder!

    Otherwise this is pretty great. Thanks for putting it up!

  • @Luke1d20 it is the derivative of the probabilities for all possible outcomes.

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