Lectures related to Itô's lemma

Covers Stochastic Calculus, focusing on Itô's Formula, Stochastic Differential Equations, martingale properties, and option pricing.

Explores the Ito Lemma and its variants, discussing localization and proof techniques.

Presents a detailed proof of the uniqueness theorem for functions f and g.

Covers the Fourier transform, spectral densities, Wiener-Khinchin theorem, and stochastic processes.

Covers Stochastic Differential Equations, Wiener increment, Ito's lemma, and white noise integration in financial modeling.

Provides an overview of stochastic calculus and its applications in interest rate models and financial modeling.

Covers semimartingales, Ito's lemma, and polynomial demonstrations, emphasizing the management of second-order terms and induction reasoning.

Explores stochastic processes in continuous time, emphasizing Brownian motion and related concepts.

Covers the concept of joint quadratic processes and their properties.

Explores the application of randomness in physical models, focusing on Brownian motion and diffusion.

Explores martingales, Brownian motion, and measure transformations in probability theory.

Covers Ito's Lemma variants and proofs, demonstrating equality and convergence in probability.

Explores stochastic calculus, emphasizing integrals, processes, martingales, and Brownian motion.

Explores asset pricing theorems and the Black-Scholes formula derivation in discrete time economies.

Covers the stability analysis of ODEs using numerical methods and discusses stability conditions.

Explores the derivation of the Fokker-Planck equation and its applications in stochastic differential equations.

Explores thermalization, ETH testing in spin chains, information loss in black holes, and challenges in quantum gravity.