Ito Calculus-II

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  • Опубликовано: 1 окт 2024

Комментарии • 3

  • @l30nard0r
    @l30nard0r 3 года назад +7

    At 15:52 think the integral should be integral between 0 and t of delta(u) squared du.... not of just of delta(u) du. Anybody agree with me?

  • @mehdiAbderezai
    @mehdiAbderezai 2 года назад +3

    if he wouldn't mix his u and t and kept a consistent naming convention (not mixing W(t) and X(t)) ... and made less mistakes ... and allowed the camera to see what he is writing ... the quality of the lecture would have been so so so so so so much better. Still better than nothing. At least it forces you to read other sources to recover from the confusion.

  • @jaivratsingh9966
    @jaivratsingh9966 2 года назад +2

    At 16:03 - will be [0 to T] Integral [ delta(u)^2*du] - prof missed by mistake.