Introduction to Brownian Motion and the Itō Integral, Robert Simione - part5

Part 5 of a lecture given by Robert Simione at the Instituto Superior Técnico in Lisbon, Portugal.
May 19, 2010

Category:

Education

Tags:

• math
• brownian motion
• Itō integral
• stochastic
• financial mathematics
• math lecture

[HaraldBoeckler]

Thanks for the upload!

[ledflyd]

@HaraldBoeckler no prob!

[TadeuszBemben]

Thanks from a PUE student in Poland struggling with stochastic processess in finance.

[sam222ist]

thank you so much for unloading this! it means a lot!

[puffjacket]

wonderful............... THANK YOU THANK YOU!!!!

[EezyMacaroni]

You answered the question as to whether integral calculus could be used with Brownian Motion and Ito's Integral.

But did you answer the question as to 'how many licks it takes to get to the bottom of a tootsie pop'? Will the world ever know?

[graw81]

Good lecture. Very useful.

[Nguoitinh100nam]

thanks

[GG3kk0]

Thank you. Was very good