Introduction to Stochastic Chapter 2 Recording 1
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Stochastic Chapter 2 Recording 1 Comprehensive Overview
Existence of conditional expectations. Definitions and examples of conditional expectations. SDE for asset pricing.
Ito isometry.
Summary & Highlights for Stochastic Chapter 2 Recording 1
- Ito's formula: introduction.
- Application of stopping times.
- Dyadic martingales.
- Stopping times.
- Martingale convergence theorem.
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