Lecture on 5th of April

After going through the Problems in Exercises 5 we looked at some applications of Thiele's diff. equations, we also started our discussion of stochastic integration with respect to jump processes.

Next week we are going to continue the crash course on stochastic integration with the aim of arriving at the celebrated Ito's lemma in its general form.

I have uploaded the solutions to the problems we went through last time as well as the spreadsheets used in the calculations.

There will be no exercises for next week due to the mandatory assignment which is going to be published on this webpage by tomorrow.