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  1. Courses
  2. Undergraduate
  3. Part B
  4. Hilary
  5. B8.2 Continuous Martingales and Stochastic Calculus (2025-26)
  6. Course Materials
  7. B8.2 Problem Sheet 4

B8.2 Problem Sheet 4

Completion requirements

Stochastic integrals and Ito formula.

  • B8-2 Problem Sheet 4.pdf B8-2 Problem Sheet 4.pdf
    31 January 2026, 10:54 AM
  • B8-2Problem Sheet 4 with solutions for AC sections.pdf B8-2Problem Sheet 4 with solutions for AC sections.pdf
    31 January 2026, 10:54 AM
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