7th lecture

I have updated the lecture notes. The new version includes a new section, Section 7. This section is a review on integration theory of stochastic processes. The main point is that you learn (or refresh) how a stochastic integral is defined, some of its properties and how operate with them (It? formula). Read Section 7 thoroughly and make sure you understand everything, if not, ask! I have also uploaded two new lists of exercises. Exercise List 5 and 6. Finally, I have uploaded some solutions of List 4 and the R codes used in the lecture.

Homework: Read Section 7 and try some exercises from List 5 and 6. Do not forget the assignment either.