Example: air traffic controller
For Stochastic Di Erential Equations
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A Brief Introduction to Stochastic Calculus
www.columbia.eduintegrals and stochastic di erential equations. We will of couse also introduce It^o’s Lemma, probably the most important result in stochastic calculus. 1 Martingales, Brownian Motion and Quadratic Variation We make the following assumptions throughout. There is a probability triple