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

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CR
13 сент. 2019 г.

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.

MM
22 сент. 2019 г.

Great course! The subject material was well covered and it gave me the tools to tackle more advanced stochastic, like population dynamics or quantitative finance.

Из урока
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.

Преподаватели

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    Vladimir Panov

    Assistant Professor

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