# Kristoffer Lindensjö: An introduction to the Itô integral

**Time: **
Wed 2020-09-30 15.15

**Location: **
Zoom, email Dmitry Otryakhin

**Lecturer: **
Kristoffer Lindensjö

#### Abstract

Using the Itô integral we can integrate stochastic processes with respect to the Wiener process. Itô integration is a central theme in stochastic analysis as well as in applications in e.g. mathematical finance. This lecture is a gentle introduction to the Itô integral based on a motivation from finance.

**Zoom notes:** The lecture will be given in Zoom. We kindly ask to register via email. In order to do this, please contact Dmitry Otryakhin,
otryakhin@math.su.se