Lecture on 12th of April

Last lecture we finished the crash course on stochastic integration with respect to jump processes by stating Ito's lemma and looking at an example of its application.

Next lecture we will look at Hattendorff's theorem (i.e. Chapter 7 in the book) and go through Exercises 6.

I have uploaded the Exercises for next week as well as the lecture notes on stochastic integration.