Itô Calculus Lecture Series 

Main Lecturer: Ali Suleyman Ustunel (Bilkent University)

Guest Lecturers: Ihsan Demirel (Kadir Has University), Mine Caglar (Koc University)

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