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School of Engineering
- Undergraduate major in Mechanical Engineering
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- Common courses
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- 工学院，物質理工学院，環境・社会理工学院共通科目
- Liberal arts and basic science courses
- First-Year Courses
- School of Science
- School of Engineering
- School of Materials and Chemical Technology
- School of Computing
- School of Life Science and Technology
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School of Environment and Society
- Department of Architecture and Building Engineering
- Department of Civil and Environmental Engineering
- Department of Transdisciplinary Science and Engineering
- Department of Social and Human Sciences
- Department of Innovation Science
- Graduate major in Technology and Innovation Management
- Common courses
- Liberal arts and basic science courses
- Academic unit or major
- Graduate major in Mathematics
- Instructor(s)
- Ninomiya Syoiti
- Class Format
- Lecture
- Media-enhanced courses
- Day/Period(Room No.)
- Thr3-4(H137)
- Group
- -
- Course number
- MTH.C504
- Credits
- 1
- Academic year
- 2019
- Offered quarter
- 2Q
- Syllabus updated
- 2019/3/18
- Lecture notes updated
- 2019/7/29
- Language used
- English
- Access Index
-
Lecture
Lecture 1 Stochastic Integral (1), Definition
2019.6.13(Thu.) 3-4Session
Lecture
Lecture 2 Stochastic Integral (2), Basic properties
2019.6.20(Thu.) 3-4Session
Lecture
Lecture 3 Ito formula
2019.6.27(Thu.) 3-4Session
Lecture
Lecture 4 Ito representation theorem
2019.7.4(Thu.) 3-4Session
Lecture
Lecture 5 Stochastic Differential Equations (1), solutions and their existence
2019.7.11(Thu.) 3-4Session
Lecture
Lecture 6 Stochastic Differential Equations (2), approximations
2019.7.18(Thu.) 3-4Session
Lecture
Lecture 7 Stochastic Differential Equations (3), Girsanov's theorem
2019.7.25(Thu.) 3-4Session
Lecture
Lecture 8 Mathematical Finance
2019.8.1(Thu.) 3-4Session
Lecture
Lecture 9 Supplementary lecture
2019.8.1(Thu.) 5-6Session
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