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ITSPROCEDURE Ca?L b)THEDEFINE ProcessFOR ATO INTEGRAL g E ,§ )( '} ds{ fldsimple1) fmlsof )EinmateA processes sitwiththnx of →gm -sequencea .④Substantially { fmcsigsit glass→. b! dm2) well defined"the SmhFor integral stochastic variableeach itis isana andm ,Esto there variablestochasticpossible that exists tprove EnZ zse as →asm.. !3)2)Propos i t onIs§ firms fmlsldwlslglad weststochastic3) define theWe integral --onnow ..Properties : b§ lab ) I) (gladness )EfEf ELSYSD dsglad theof integralWess ) Ito1) o isometry- =a- :2""! 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Scienze economiche e statistiche SECS-S/06 Metodi matematici dell'economia e delle scienze attuariali e finanziarie

I contenuti di questa pagina costituiscono rielaborazioni personali del Publisher bonadiamatilde di informazioni apprese con la frequenza delle lezioni di Matematica finanziaria 2 e studio autonomo di eventuali libri di riferimento in preparazione dell'esame finale o della tesi. Non devono intendersi come materiale ufficiale dell'università Politecnico di Milano o del prof Sgarra Carlo.
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