Mathematics
and Interactions
-
Videos linked to 60J60 Diffusion processesMore +
![Cox Construction: a random walk in the land of stochastic analysis and numerical probability]()
39:09published on September 27, 2023Cox Construction: a random walk in the land of stochastic analysis and numerical probability
By Philip Protter
![Optimal reinsurance via BSDEs in a partially observable contagion model]()
43:43published on September 27, 2022Optimal reinsurance via BSDEs in a partially observable contagion model
By Claudia Ceci
![Limit theorems for Bessel and Dunkl processes of large dimensions]()
57:31published on December 2, 2021Limit theorems for Bessel and Dunkl processes of large dimensions
By Jeannette Woerner
![Stable Models and Algorithms for Backward Diffusion Evolutions]()
49:46published on March 11, 2019Stable Models and Algorithms for Backward Diffusion Evolutions
By Joachim Weickert
![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
![Affine Volterra processes and models for rough volatility]()
27:21published on November 21, 2017Affine Volterra processes and models for rough volatility
By Martin Larsson
