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Last time I introduced the Ito integral. As we saw last time the answer might not be what you expect. So how do we get around this? This is where the Ito-Doeblin formula comes to the rescue. Be a function such that.

Tuesday, July 24, 2007. Johnny feels that Samuel is wasting his money as his number is very unlikely to win. Do you agree with him? Wednesday, July 18, 2007. Monday, July 16, 2007. Two dice are rolled and the numbers obtained are added up. Where should you place your bet? .

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The Game-Theoretic Probability and Finance Project. This page is maintained by Vladimir Vovk. Last modified on 4 February 2018.