01:42:33duration 1 hour 42 minutes
Lecture 3: “Sandwiched” equations
What drifts allow to consider low values of H in…
01:41:26duration 1 hour 41 minutes
Lecture 2: Equations with unbounded coefficients…
Lecture 2: Equations with unbounded coefficients and H > 1/2
1. Cox-Ingersoll-Ross equations with fBm. 2.…