Search for tag: "hurst coefficient"

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 +2 More From Tiziano Vargiolu 7 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 +5 More From Tiziano Vargiolu 8 plays 0

Lecture 3: “Sandwiched” equations