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Department of Mathematics,
Department of Mathematics,
University of California San Diego
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Graduate Students in Probability Seminar
Eva Loeser
UCSD
Introduction to the Stochastic Integral
Abstract:
This talk will be a short review of the construction of the stochastic integral and some basic properties. The purpose is to remind the group of how the integral is defined, the importance of the Ito Isometry, and the Ito Formula.
February 19, 2020
2:00 PM
AP&M 6402
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