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StochasticProcessCoin-tossingProblemRandomVariableRandomWalkDistributionofthePathFormofPathPropertiesofthePathCentralLimitTheoremApplicationofCentralLimitThem.DefinitionofWinnerProcess(BrownianMotion)ContinuousModelsofAssetPriceMovementLemmaProofoftheLemmaProofoftheLemmaProofoftheLemmacont.GeometricBrownianMotionGeometricBrownianMotioncont.GeometricBrownianMotioncont.-GeometricBrownianMotioncont.--DefinitionofQuadraticVariationQuadraticVariationforclassicalfunctionTheorem4.1PathofaBrownianmotionRemarkAnExampleAnExamplecont.DefinitionofItôIntegralRemarkofItôIntegralRemarkofItôIntegral2ItoDifferentialFormulaItôFormulaCompositeFunctionofaStochasticProcessExpansionExampleDifferentialofRiskyAssetDifferentialofRiskyAssetcont.StochasticDifferentialEquationTheorem4.2(ItoFormula)ProofofTheorem4.2ProofofTheorem4.2cont.Theorem4.3ProofofTheorem4.3ProofofTheorem4.3cont.Theorem4.4ProofofTheorem4.4ProofofTheorem4.4cont.RemarkMultidimensionalItôformulaMultidimensionalEquationsTheorem4.5Summary1Summary2
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