SF2970 Martingales and Stochastic Integrals 6.0 credits
Martingaler och stokastiska integraler
This course has been discontinued.
Last planned examination: Spring 2000
Decision to discontinue this course: No information inserted
The overall purpose of the course is that the student should be well acquainted with the basic parts of stochastic calculus, including stochastic differential equations and Itô calculus, with applications e.g., to control theory, signal processing and mathematical finance.