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Introduction of Stochastic 20 Chapter 2 Recording 5

Ito integrating processes to processes and stopping times. Definitions and examples of conditional expectations.

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Stochastic 20: chapter 2, recording 5
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Stochastic 20: chapter 2, recording 5

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Martingale convergence theorem.

Stochastic 20: chapter 2, recording 6
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Stochastic 20: chapter 2, recording 6

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Dyadic martingales.

Stochastic 20: Chapter 5, recording 2
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Stochastic 20: Chapter 5, recording 2

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Proof of Ito's formula.

Stochastic 20: chapter 5, recording 1
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Stochastic 20: chapter 5, recording 1

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Ito's formula: introduction.

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Last Updated: May 24, 2026

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