Jul 27 – 31, 2020
Virtual event
Europe/Berlin timezone

Lecture/exercises 2

Jul 28, 2020, 2:00 PM
1h 30m
Lecture

Speaker

Feliks Nüske (Paderborn University)

Description

Stochastic Calculus
- Stochastic Integral and SDEs
- Ito’s Formula
- The Generator of an SDE
- Examples

Presentation materials

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