forelesning/lesson

In our last lessons (30., 31. Aug. and 5., 6. Sept.) we finished our crash course on basic notions and results from the theory of stochastic processes (see ch. 2 in the book of B. ?ksendal or ch. 1-5 in in the book of Cohen, Elliott). Further, we also proved the existence of Brownian motion by using N. Wiener?s arguments from the 1920ties.

On 12. and 13. Sept. we aim at continuing with our discussion of the construction of Ito-integrals with respect to the Brownian motion (see ch. 3 in ?ksendal or ch. 12 in Cohen, Elliott).