Stochastic Calculus

Learn or refresh your stochastic calculus with a full lecture, practical examples and 20+ exercises and solutions.
3.97 (217 reviews)
Udemy
platform
English
language
Math
category
Thomas Dacourt
instructor
Stochastic Calculus
1 440
students
2.5 hours
content
Sep 2021
last update
$19.99
regular price

What you will learn

Derive and calculate stochastic processes and integrals

Apply the Itô's lemma to a wide range of processes

Identify martingales and Brownian motions

Stochastic Calculus

σ-algebra

Measure, Probability

Martingale

Brownian Motion

Itô's Lemma

Itô's Process

Radon–Nikodym Theorem

Girsanov Theorem

Stopping Time

Optional Stopping Theorem

Course Gallery

Stochastic Calculus – Screenshot 1
Screenshot 1 – Stochastic Calculus
Stochastic Calculus – Screenshot 2
Screenshot 2 – Stochastic Calculus
Stochastic Calculus – Screenshot 3
Screenshot 3 – Stochastic Calculus
Stochastic Calculus – Screenshot 4
Screenshot 4 – Stochastic Calculus

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3950832
udemy ID
31/03/2021
course created date
28/01/2022
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