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Lecture 3: “Sandwiched” equations duration 1 hour 42 minutes Lecture 3: “Sandwiched” equations Lecture 3: “Sandwiched” equations	Lecture 3: “Sandwiched” equations What drifts allow to consider low values of H in SDE. sandwiched equations hurst coefficient drift From Tiziano Vargiolu 4 plays 0
Lecture 2: Equations with unbounded coefficients… duration 1 hour 41 minutes Lecture 2: Equations with unbounded coefficients… Lecture 2: Equations with unbounded coefficients and H > 1/2	Lecture 2: Equations with unbounded coefficients and H > 1/2 1. Cox-Ingersoll-Ross equations with fBm. 2. Equations with unbounded drift. 3. Reflected Ornstein-Uhlenbeck equations. hurst coefficient drift cox-ingersoll-ross fractional brownian motion reflected processes ornstein-uhlenbeck From Tiziano Vargiolu 5 plays 0