In this video we cover a broad and abstract formulation of the Stochastic Integral(aka Ito's Integral) which is a milestone in Stochastic calculus.
Most particularly, we first look at the definition of the stochastic integral for martingales bounded in L^2 and then extend this concept to local martingales.
I apologize in advance for any mistakes or imprecisions, please feel free to point them out in the comments as well as ask any question!
0:00 INTRO
0:50 GENERIC STOCH INTEGRAL
19:40 INTEGRAL FOR LOCAL MARTINGALES
31:00 SKETCH OF PROOFS
