Week 7.3: Integrals of the type ∫ f(t) dW_t-2

Loading...
来自 National Research University Higher School of Economics 的课程
Stochastic processes
51 个评分
National Research University Higher School of Economics
51 个评分
从本节课中
Week 7: Stochastic integration & Itô formula
Upon completing this week, the learner will be able to calculate stochastic integrals of various types and apply Itô’s formula for calculation of stochastic integrals as well as for construction of various stochastic models.

与讲师见面

  • Vladimir Panov
    Vladimir Panov
    Assistant Professor
    Faculty of economic sciences, HSE

探索我们的目录

免费加入并获得个性化推荐、更新和优惠。