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5. Stochastic Processes I
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YouTubeMIT OpenCourseWare
5. Stochastic Processes I
MIT 18.S096 Topics in Mathematics with Applications in Finance, Fall 2013 View the complete course: http://ocw.mit.edu/18-S096F13 Instructor: Choongbum Lee *NOTE: Lecture 4 was not recorded. This lecture introduces stochastic processes, including random walks and Markov chains. License: Creative Commons BY-NC-SA More information at http://ocw ...
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Stochastic Calculus
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