About this document
Stochastic Analysis Lecture Notes by Leon Fosilt is a document available to read on EtoBox.
These lecture notes cover stochastic analysis concepts including discrete time processes, Brownian motion, semimartingales, the Itô formula, stochastic differential equations, and concentration of measure. The notes are based on several references and are intended as draft notes. Errors found by readers are welcomed.
- Author
- Leon Fosilt
- Language
- EN