course

In our last lessons (31. jan., 1. feb.) we finished our crash course on basic notions and results from the theory of stochastic processes (see ch. 2 in the book of B. ?ksendal). Further, we also proved the existence of Brownian motion by using N. Wiener?s arguments from the 1920ties.

On 7. and 8. feb. we aim at discussing the construction of Ito-integrals (see ch. 3 in ?ksendal).