01:35:14duration 1 hour 35 minutes
Numerical Methods in Probability - lecture 6
Random walk approximation of Brownian motion.…
01:53:01duration 1 hour 53 minutes
Numerical Methods in Probability - lecture 5
A general weak convergence result for diffusion…
02:01:30duration 2 hours 1 minute
Numerical Methods in Probability - lecture 4
Brownian motion. Nondifferentiability of paths.…
02:01:25duration 2 hours 1 minute
Numerical Methods in Probability - lecture 3
Markov chains: definition and examples.…
01:39:45duration 1 hour 39 minutes
Numerical Methods in Probability - lecture 2
Variance reduction methods in Monte Carlo:…
01:23:08duration 1 hour 23 minutes
Numerical Methods in Probability - lecture 1
Introduction to the course. Monte Carlo methods.…