Lecture 16 Part 4 Exponential Process and when its a martingale
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Video Source: www.youtube.com/watch?v=VHO_naPX0bk
This course is an introduction to stochastic calculus based on Brownian motion. Topics include the construction of Brownian motion; martingales in continuous...
Sukkur IBA University, Javed Hussain, Stochastic Calculus, Stochastic Process, Wiener Process, Wiener Integral, integration w.r.t Brownian motion, stochastic differential equation, Exponential Process, martingale
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