Skip to main content
Graph
Search
fr
en
Login
Search
All
Categories
Concepts
Courses
Lectures
MOOCs
People
Practice
Publications
Startups
Units
Show all results for
Home
Lecture
Stochastic Integral: Isometry Continuity
Graph Chatbot
Related lectures (30)
Girsanov's Theorem: Numerical Simulation of SDEs
Covers Girsanov's Theorem, absolutely continuous measures, and numerical simulation of Stochastic Differential Equations (SDEs) with applications in finance.
Martingale-based Methods for Stochastic Systems
Explores martingales in stochastic systems, focusing on formal analysis, termination analysis, and stability verification.
Martingale Convergence Theorem: Proof and Recap
Covers the proof and recap of the martingale convergence theorem, focusing on the conditions for the existence of a random variable.
Group Quotients and Push-outs
Explores group quotients and push-outs, discussing isomorphisms and surjectivity in different scenarios.
Sobolev Spaces in Higher Dimensions
Explores Sobolev spaces in higher dimensions, discussing derivatives, properties, and challenges with continuity.
Algebraic Fields: Transcendence Degree
Explores transcendence degree in algebraic fields and classical analytic functions.
Fourier Transform and Spectral Densities
Covers the Fourier transform, spectral densities, Wiener-Khinchin theorem, and stochastic processes.
Asset Pricing Theory: Dynamic Arbitrage Pricing
Covers the first theorem of asset pricing, self-financing portfolios, replication, Kolmogorov equations, and pricing strategies.
Approximation in Sobolev Spaces
Covers the approximation of functions in Sobolev spaces using smooth functions.
Martingales and Brownian Motion
Discusses convergence, martingales, Brownian motion, joint laws, testing procedures, and stop times.
Previous
Page 2 of 2
Next