01:49:56duration 1 hour 49 minutes
Lecture 1: Standard stochastic differential…
Lecture 1: Standard stochastic differential equations with fBm
1. Integration with respect to fBm. 2. Elements…
09:45duration 9 minutes 45 seconds
Lecture 45b: stochastic differential of a product
Stochastic differential of a product.
28:25duration 28 minutes 25 seconds
Lecture 46: stochastic differential equations
Stochastic differential equations in…
33:13duration 33 minutes 13 seconds
Lecture 23: the Feynman-Kac representation
Links between SDEs and PDEs: the…
27:33duration 27 minutes 33 seconds
Lecture 22: Links between SDEs and PDEs
The Kolmogorov backward equation.
42:14duration 42 minutes 14 seconds
Lecture 20: stochastic differential equations
Definition of strong and of pathwise…
01:11:16duration 1 hour 11 minutes
Lecture 14: stochastic differential
Ito processes: stochastic differential…
02:47duration 2 minutes 47 seconds
Differenziale magnetico / Magnetic differential
Il video presenta la tecnologia del differenziale…