'Ito Formula and its Variants' Video Lecture

Ito Formula and its Variants

  • Course: Stochastic Processes
  • Discipline: Mathematics
  • Faculty: Dr. S. Dharmaraja
  • Institute: IIT Delhi

    • Ito Formula and its Variants - Click on the Video Link shown below to play the video on Youtube. Browse through Stochastic Processes (Mathematics) Video Lectures by Dr. S. Dharmaraja from IIT Delhi through NPTEL.

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    Course Video Lectures Introduction to Stochastic Processes Introduction to Stochastic Processes (Contd.).. Problems in Random Variables and Distribution.. Problems in Sequences of Random Variables Definition, Classification and Examples Simple Stochastic Processes Stationary Processes Autoregressive Processes Introduction, Definition and Transition Proba.. Chapman-Kolmogrov Equations Classification of States and Limiting Distrib.. Limiting and Stationary Distributions Limiting Distributions, Ergodicity and Statio.. Time Reversible Markov Chain, Application of .. Reducible Markov Chains Definition, Kolmogrov Differential Equations .. Limiting and Stationary Distributions, Birth .. Poisson Processes M/M/1 Queueing Model Simple Markovian Queueing Models Queueing Networks Communication Systems Stochastic Petri Nets Conditional Expectation and Filtration Definition and Simple Examples Definition and Properties Processes Derived from Brownian Motion Stochastic Differential Equations Ito Integrals Ito Formula and its Variants Some Important SDE`s and Their Solutions Renewal Function and Renewal Equation Generalized Renewal Processes and Renewal Lim.. Markov Renewal and Markov Regenerative Proces.. Non Markovian Queues Non Markovian Queues Cont,, Application of Markov Regenerative Processes Galton-Watson Process Markovian Branching Process
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