Stochastic integration and Ito's lemma

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• Frederik Eaton (University of Cambridge)
• Thursday 29 May 2008, 14:00-15:00
• Engineering Department, CBL Room 438.

If you have a question about this talk, please contact Sinead Williamson.

Frederik will be talking about stochastic integration and Ito’s lemma, with some examples from Brownian motion and finance.

This talk is part of the Machine Learning Reading Group @ CUED series.

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