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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.

From  Tiziano Vargiolu 32 plays 0  

Lecture 45b: stochastic differential of a product

Stochastic differential of a product.

From  Tiziano Vargiolu 10 plays 0  

Lecture 46: stochastic differential equations

Stochastic differential equations in multidimensional spaces. Existence and uniquess theorem. Nonexistence: explosion time.

From  Tiziano Vargiolu 13 plays 0  

Lecture 23: the Feynman-Kac representation

Links between SDEs and PDEs: the Feynman-Kac representation.

From  Tiziano Vargiolu 44 plays 0  

Lecture 22: Links between SDEs and PDEs

The Kolmogorov backward equation.

From  Tiziano Vargiolu 22 plays 0  

Lecture 20: stochastic differential equations

Definition of strong and of pathwise unique solution, existence and uniqueness theorem.

From  Tiziano Vargiolu 25 plays 0  

Lecture 14: stochastic differential

Ito processes: stochastic differential and its uniqueness, drift and diffusion terms.

From  Tiziano Vargiolu 22 plays 0  

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…

From  Stefania De Zanche 65 plays 0