Quadratic Variation for Brownian Motions

#stochastic #quant #brownian #motion

This video explains the concept of quadratic variation for Brownian motions, thereby laying the foundation for the field of stochastic calculous.

📚 References
• A Brief Introduction to Stochastic Calculus (Columbia): http://www.columbia.edu/~mh2078/Found...
• Quadratic variation property of Brownian motion (MIT): https://ocw.mit.edu/courses/15-070j-a...

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