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Perfect explanation and examples. You made the martingales chapter in "Lawler" much easier.

Very poorly taught.. no reference of practical usage of any of the topic he is teaching.. Feel he himself is just a crammer

This is pure gem I cant express how thankful I am right now professor, I could not understand anything at my lecture, now I understand conditional expectation rather clearly. Thank you for this excellent lecture

whole video I was looking for where is sigma, then I realized at 17:14 it is omega which he call sigma

So, in the vector W(t), each component is itself a stochastic process ? (can we think like d number of stochastic processes)

Awesome lecture series! Thanks a lot Sir! Would be forever grateful to you!

I wanted to take a moment to express my gratitude for your insights and teachings. As an experienced trader, you have provided me with a new perspective, allowing me to approach the markets with greater clarity and organization. Your willingness to share your knowledge is rare. Generosity is beautiful in any form. In fact, your course has served as an inspiring tool for me. I have decided to start a blog based on all the things I learned from you and others, sharing my own insights and experiences as a trader with others. You can find it, here: howtolambo.blogspot.com/

one bit most confusing thing about pricing is the "time value". since it's not exactly true that the value of C option equals to difference between P and K, because there is also the time value. for example if P < K the option still may have the positive value, so this is kind of confusing at first glance, how to do the math regarding this.

Filtration at time t : The questions that can be answered at time t E.g.) For the first toss, we can ask him whether 첫번째가 H인가(A_H) or T인가(A_T). 근데 2번째까지의 정보를 물었을때는 답할 수 없음

Most helpful lecture videos in my youtube history... thanx!!

How first order doesnt go to zero but second order goes to infinity? both follow same approach.

We need to ban at least 25 percent oldest people from voting... Else they will guarantee end of humanity.

We have enough maths, we need something else as humans. May be we need to a random walk as a civilization.😅

I am gonna say very bad explanation at the end, i solved the problem myself and got the answer, still after that i could not understand what he was saying

HTH is written twice. One needs to be HTT at 3:59. Thank you for the lecture!

Thank you for this freely available content, many will benefit from this high-quality content, I know I did, thank you, dear sir.

Cours important sur Processus Stochastiques (Martingales) ruclips.net/video/NLlwQWjazL4/видео.html

Best teacher for stochastic calculus. People Like you(For Stochastic Calculus) and Prof leonard(For Calculus) are out there saving people's degree.Lots of love.

Those are terrible explanations. Sometimes, it seems that he does not understand what he is saying.

everything was going great till Lecture 2. This lecture has completely gone over my head :(

PLEASE NEVER DELETE VIDEOS LIKE THESE NEVER😮😮😮😮😮

Cannot Thank you enough such a master peice !!! Explained in a way that even a 8th Grade student can understand it.....

Thank You for the lecture really helped alot.

tks from Brazil

12:12 Maybe the P({\omega}\cap A) should be revised as P({\omega} | A) ?

There is always some Indian guy who explains it way better than any other textbook or teaching resource out there.

14:40

Yes, maybe the professor is great but his teaching style sucks. He always wants to show off his knowledge by suddenly diverting all the attention to sth. else and then trying to come back.

So its Carthesian.. linear I disagree 8:44 100%

cocok banget pak Setyo👍😁

24:05 Quadratic Variation and variance

Is there a textbook or slides for this course?

What the hell does this guy write for the area of the circle 1/2 while saying it's the area of the circle? He does explain or comment very badly.

A_H is written wrongly!

Anyone else on acid right now?

Thank you for this expanation, I am so grateful

Thank you very much

thank you !

Well done!

@5:15 you have HTH and TTH twice

@30:53 You should have written: "$\sum_{n\in M}G_n$, where $M\subseteq\mathbb N$"

You should NOT devide by P(A) @11:19

谢谢 数学英硕的尽头是咖喱老头

who is him?

How can I communicate with this man

At 6:46, the equation of X(t) looks not right. The second term requires time element to calculate value, because rate is based on time. Furthermore, at 8:02, the dX(t) has a first term involved with dS(t), and the integral of right side is much more complicated.

At 22:37, the variation of I(t) should take expectation of right side. The formula of Ito's isometry has expectation signs on both sides. There are conditions for removing the expectation sign, something like delta(s) is a nonrandom function of time.

Thanks for the very nice explanation. I want the book that you showed in the video, can you send it to me as a pdf if possible!

Fantastically clear and helpful (and what beautiful chalk-writing !)

Where is the forum? var(Qpi n) = 0 need to be explained.