Search for tag: "numerical methods in probability"

Numerical Methods in Probability - lecture 6

Random walk approximation of Brownian motion.…

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From  Tiziano Vargiolu 23 plays 0  

Numerical Methods in Probability - lecture 5

A general weak convergence result for diffusion…

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Numerical Methods in Probability - lecture 4

Brownian motion. Nondifferentiability of paths.…

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Numerical Methods in Probability - lecture 3

Markov chains: definition and examples.…

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Numerical Methods in Probability - lecture 2

Variance reduction methods in Monte Carlo:…

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Numerical Methods in Probability - lecture 1

Introduction to the course. Monte Carlo methods.…

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From  Tiziano Vargiolu 34 plays 0