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Lecture 1: Standard stochastic differential… duration 1 hour 49 minutes Lecture 1: Standard stochastic differential… Lecture 1: Standard stochastic differential equations with fBm	Lecture 1: Standard stochastic differential equations with fBm 1. Integration with respect to fBm. 2. Elements of fractional and fractional stochastic calculus. 3. Stochastic differential equations with fBm and smooth coefficients. fractional brownian motion +3 More From Tiziano Vargiolu 34 plays 0
Lecture 45b: stochastic differential of a product duration 9 minutes 45 seconds Lecture 45b: stochastic differential of a product Lecture 45b: stochastic differential of a product	Lecture 45b: stochastic differential of a product Stochastic differential of a product. stochastic differential +2 More From Tiziano Vargiolu 13 plays 0
Lecture 46: stochastic differential equations duration 28 minutes 25 seconds Lecture 46: stochastic differential equations Lecture 46: stochastic differential equations	Lecture 46: stochastic differential equations Stochastic differential equations in multidimensional spaces. Existence and uniquess theorem. Nonexistence: explosion time. stochastic differential equations +4 More From Tiziano Vargiolu 15 plays 0
Lecture 23: the Feynman-Kac representation duration 33 minutes 13 seconds Lecture 23: the Feynman-Kac representation Lecture 23: the Feynman-Kac representation	Lecture 23: the Feynman-Kac representation Links between SDEs and PDEs: the Feynman-Kac representation. stochastic differential equations +3 More From Tiziano Vargiolu 46 plays 0
Lecture 22: Links between SDEs and PDEs duration 27 minutes 33 seconds Lecture 22: Links between SDEs and PDEs Lecture 22: Links between SDEs and PDEs	Lecture 22: Links between SDEs and PDEs The Kolmogorov backward equation. kolmogorov backward equation +6 More From Tiziano Vargiolu 26 plays 0
Lecture 20: stochastic differential equations duration 42 minutes 14 seconds Lecture 20: stochastic differential equations Lecture 20: stochastic differential equations	Lecture 20: stochastic differential equations Definition of strong and of pathwise unique solution, existence and uniqueness theorem. stochastic differential equations +4 More From Tiziano Vargiolu 27 plays 0
Lecture 14: stochastic differential duration 1 hour 11 minutes Lecture 14: stochastic differential Lecture 14: stochastic differential	Lecture 14: stochastic differential Ito processes: stochastic differential and its uniqueness, drift and diffusion terms. ito process +4 More From Tiziano Vargiolu 28 plays 0
Differenziale magnetico / Magnetic differential duration 2 minutes 47 seconds Differenziale magnetico / Magnetic differential Differenziale magnetico / Magnetic differential	Differenziale magnetico / Magnetic differential Il video presenta la tecnologia del differenziale magnetico protetta da brevetto e le sue applicazioni industriali (prof. Piergiorgio Alotto - Università degli Studi di Padova). This video… brevetti +4 More From Stefania De Zanche 73 plays 0 Creative Commons License Type CC BY-NC-ND: Attribuzione – Non Commerciale – Non Opere Derivate