27-31 July 2020
Virtual event
Europe/Berlin timezone

Lecture/exercises 2

28 Jul 2020, 14:00
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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