Itô Calculus Lecture Series
Main Lecturer: Ali Suleyman Ustunel (Bilkent University)
Guest Lecturers: Ihsan Demirel (Kadir Has University), Mine Caglar (Koc University)
Watch our latest video in the Ito Calculus video series!
Syllabus: It is mostly going to be synchronized with Ali Süleyman Üstünel's book. Click here to see.
Suggested Readings: 1. Measure, Integral and Probability 2nd Edition by Marek Capinski (Author), Peter E. Kopp (Author)
2. Problems in Probability (Problem Books in Mathematics) 2012th Edition by Shiryaev (Author)
Domains where applied: Financial Mathematics, Quantum Physics, Partial Differential Equations, Differential Geometry, Filtering and Signal treatment.
This lecture series is designed to be a rigorous introduction for Ito Calculus and Stochastic Analysis. We are planning to start with Abstract Measure Theory and continue lectures biweekly.
There will be “Question & Answers Sessions” after the lectures are over. If you are registered to the course then you will be informed about these sessions.
Starting Date: 4 March 2022
All lectures will be on Youtube as live stream, however Q&A sessions will be on Zoom and people who are registered are going to be able to join interactively.
Applications are closed. Thank you for your interest.
Lecture Notes
Lecture 1 (March 4)
Lecture 2 (March 15)
Lecture 3 (April 1)
Lecture 4 (April 15)
Exercise Set 1 (May 14)
Exercise Set 2 (May 21)
Lecture 5 (June 3)
Special thanks to