Week 7.3: Integrals of the type ∫ f(t) dW_t-2

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CR

Sep 13, 2019

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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

Jan 4, 2021

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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

From the lesson

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.

Taught By

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    Vladimir Panov

    Assistant Professor

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