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Martingale / Local martingale / Semimartingale / Quadratic variation / Adapted process / Continuous stochastic process / Girsanov theorem / Infinitesimal generator / Stochastic differential equation / Statistics / Stochastic processes / Probability theory


1. Introduction The following notes aim to provide a very informal introduction to Stochastic Calculus, and especially to the Itˆ o integral and some of its applications. They owe a great deal to Dan Crisan’s Stochas
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Document Date: 2006-03-07 17:35:45


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