Documents Math & statics

MATHEMATICS AND STATISTICS Professors Associate Professors Bahuguna D. dhiren - 7053 Santhanam G santhana – 7433 Banerjee M mohua – 7634 Banerjee Malay malay – 6517…

Documents Lecture Notes on Stochastic Calculus (NYU)

Stochastic Calculus Notes, Lecture 1 Last modified September 12, 2004 1 Overture 1.1. Introduction: The term stochastic means “random”. Because it usually occurs together…