##### Department of Mathematics,

University of California San Diego

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### Graduate Students in Probability Seminar

## Eva Loeser

#### UCSD

## Introduction to the Stochastic Integral

##### Abstract:

This talk will be a short review of the construction of the stochastic integral and some basic properties. The purpose is to remind the group of how the integral is defined, the importance of the Ito Isometry, and the Ito Formula.

### February 19, 2020

### 2:00 PM

### AP&M 6402

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