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Source: www.ceremade.dauphine.fr
File: Calculus Pdf 170191 | Stoc Item Download 2023-01-26 04-35-03
Introduction to stochastic calculus Justin Salez October24,2022 2 Contents 1 Preliminaries 5 1.1 Stochastic processes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5 1.2 Brownianmotion . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7 1.3 Martingales . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9 1.4 Quadratic variation ...
Filetype PDF | Posted on 26 Jan 2023 | 2 years ago