Ito Lemma

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[@yashvardhansingh713]

Thanks for not making me feel like a dumbass casue the papers on this thing are crazzzy, truly only for the immortals

[@tendaichits3371]

Hello MJ. Thank you for this video it was very helpful. I am looking for the wiener process video and brownian motion videos and cant seem to find them can you please share the link for easy access. Thank you 😁

[@Hamromerochannel]

Thanks I finally understand how the mean and variance of Brownian motion stock price comes from

[@YYZ722]

Very helpful!!!!!Thanks a lot!!

[@mahmudnuraringim7950]

Thank you very much for the explanation. Pls the link to the other videos you mentioned

[@stefaniebabiolakis2724]

Thank you for this!!!

[@rubenvanoostenbrugge6065]

1:18 lol, proof by "above my pay grade"

[@High_Priest_Jonko]

It's true, Ito was employed at the SBJ when he discovered this stuff

[@matteosecco3119]

Very useful thank you

[@jinhusun9920]

So why it is + sigma at the last third equation and sigma^2 below it?

[@DAVID_KANG]

thx

[@adityamisra8869]

I shouldn't have gone to Imperial 😭

[@Davidthelou]

Why hello there. Honestly, I have no idea what I am.

[@hinataaaplays]

+1

[@rakshaypawar7940]

u r a lemon

[@High_Priest_Jonko]

Nice video but the formula for dG isn't that complicated. It's just a Taylor expansion of a bivariate function where the higher order terms disappear so all that's left are ugly first and second-order terms. Any questions about that?

[@siyabonganxumalo1879]

why do the other terms disappear, explain that lol

[@algebraiccontinuation9291]

​@@siyabonganxumalo1879because the variance is quadratic for Brownian motion so third order expansion terms go to zero.