Teaching
lundi 8 mars 2010
par
par
MASTER M2 : LECTURE NOTES on STOCHASTIC CALCULUS
VERSION 2008-2009 (french, partially english)
Chapter 1 : INTRODUCTION (french, partially english)
Chapter2 : BROWNIAN MOTION( french, partially english)
Chapter 3 : MARTINGALES (french, partially english)
Chapter 4 : ITO’s INTEGRAL(french, partially english)
COMPLEMENTS on Stochastic Calculus : ( english)
Documents joints
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- PDF - 414.4 ko
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- PDF - 416.2 ko
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- PDF - 171.5 ko
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- PDF - 174.3 ko
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- PDF - 182.3 ko
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- PDF - 183.2 ko
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- PDF - 198.5 ko
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- PDF - 197.1 ko
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- PDF - 235.2 ko
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- PDF - 236.5 ko
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- PDF - 120.7 ko