Mathematics
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Videos linked to 60H30 Applications of stochastic analysisMore +
![European and american options in a non-linear incomplete market with default]()
50:10published on September 27, 2022European and american options in a non-linear incomplete market with default
By Marie-Claire Quenez
![The mean-field limit to the Vlasov-Poisson-Fokker-Planck system]()
01:03:04published on May 10, 2022The mean-field limit to the Vlasov-Poisson-Fokker-Planck system
By Pierre-Emmanuel Jabin
![Large stochastic systems of interacting particles]()
35:54published on April 9, 2021Large stochastic systems of interacting particles
By Pierre-Emmanuel Jabin
![Approximation and calibration of laws of solutions to stochastic differential equations]()
29:37published on September 18, 2018Approximation and calibration of laws of solutions to stochastic differential equations
By Jocelyne Bion-Nadal
![Viability and arbitrage under Knightian uncertainty]()
37:25published on November 16, 2017Viability and arbitrage under Knightian uncertainty
By Matteo Burzoni
![Stochastic variational inequalities for random mechanics]()
47:07published on August 28, 2017Stochastic variational inequalities for random mechanics
By Laurent Mertz
