New exercises!

The following exercises are relevant for the material on Ito integration and Ito's formula. 

Chp. 3 in ?ksendal: 3.1, 3.2, 3.3, 3.8 a), 3.16, 3.17, and 3.18

Chp. 4 in ?ksendal: 4.1 to 4.7, 4.8 a), 4.10, 4.11, 4.14, and 4.16. 

 

Remember that you are welcome to attend both lectures this week as well (both Tuesday 20. and Thursday 22. October), where we will cover lecture 7. Ito's formula. 

Published Oct. 19, 2020 1:07 PM - Last modified Oct. 19, 2020 1:07 PM