Abstract
Introduction to Stochastic Calculus
by
Rajeeva Laxman Karandikar
The workshop will give introduction to Conditional Expectation, Martingales, Stopping times, Browinian Motion, Stochastic Integral and Ito formula.
The workshop is aimed at students and the only previous background expected is familiarity with probability theory. Having some introduction to Markov Chains will be useful.
Committee
Workshop
Key Dates
Communication
First Conference Link
Second Conference Link