Stochastc Procsses-applictns I · Statistics
A comprehensive idea of what stochastic processes are and why measure theory is important.
Stochastic process;markov chains martingale; Ito's calculus
I learned basic knowledge about STOCHASTC PROCSSES, such as sigma-algebra, probability space, independence, as well as Ito process etc.
option pricing, Brownian motion, stochastic differential equation and a bunch of lemmas and theorems
Markov Chains, OST, Martingales, Brownian Motion, Stochastic Calculus with application in Finance and Physics
Measure Theory Ito Processes Black Scholes Stochastic Integrals
Basics of stochastic calculus, brownian motion
Rigorous mathmatical theory about random walk, markov process, martingale, browian motion, and stochastic calculus.
Measure Theory! This is so important for me!
This course covered a diverse array of topics in stochastic processes. I not only learned a great deal about the theory of Markov chains, Martingale theory, Ito calculus, and financial models, but Professor Karatzas also covered the history and key figures who discovered these theories in a lively and cohesive manner. Professor Karatzas is one of the most talented lecturers I've ever come across. This class was amazing, I can't recommend it enough.