Week 7.1: Different types of stochastic integrals. Integrals of the type ∫ X_t dt-1

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CR

2019年9月13日

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This was helpful but I still feel I don't understand stochastic processes. Folks taking this course should know that it's pretty tough, compared to most Coursera courses.

AB

2021年1月4日

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Excellent course with rigorous introduction to some of the advanced topics in stochastic processes such as levy process etc. Highly recommended

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Week 7: Stochastic integration & Itô formula

Upon completing this week, the learner will be able to calculate stochastic integrals of various types and apply Itô’s formula for calculation of stochastic integrals as well as for construction of various stochastic models.

講師

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    Vladimir Panov

    Assistant Professor

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