|
1. Integration with respect to fBm. 2. Elements of fractional and fractional stochastic calculus. 3. Stochastic differential equations with fBm and smooth coefficients.
|
|
Stochastic differential of a product.
|
|
Stochastic differential equations in multidimensional spaces. Existence and uniquess theorem. Nonexistence: explosion time.
|
|
Links between SDEs and PDEs: the Feynman-Kac representation.
|
|
The Kolmogorov backward equation.
|
|
Definition of strong and of pathwise unique solution, existence and uniqueness theorem.
|
|
Ito processes: stochastic differential and its uniqueness, drift and diffusion terms.
|
|
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…
Creative Commons License Type
CC BY-NC-ND: Attribuzione – Non Commerciale – Non Opere Derivate
|