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Les vidéos associées à 65C30 Stochastic differential and integral equationsVoir +
![Numerical methods for SDEs with singular coefficients - Lecture 3]()
01:31:25publiée le 26 janvier 2024Numerical methods for SDEs with singular coefficients - Lecture 3
De Benjamin Jourdain
![Numerical methods for SDEs with singular coefficients - Lecture 2]()
01:30:48publiée le 26 janvier 2024Numerical methods for SDEs with singular coefficients - Lecture 2
De Benjamin Jourdain
![Numerical methods for SDEs with singular coefficients - Lecture 1]()
01:33:49publiée le 26 janvier 2024Numerical methods for SDEs with singular coefficients - Lecture 1
De Benjamin Jourdain
![Projected particle methods for solving McKean Vlasov SDEs]()
53:14publiée le 3 août 2017Projected particle methods for solving McKean Vlasov SDEs
De Denis Belomestny
![Multilevel and multi-index sampling methods with applications - Lecture 2: Multilevel and Multi-index Monte Carlo methods for the McKean-Vlasov equation]()
01:51:57publiée le 1 août 2017Multilevel and multi-index sampling methods with applications - Lecture 2: Multilevel and Multi-index Monte Carlo methods for the McKean-Vlasov equation
De Raul Tempone
![Multilevel and multi-index sampling methods with applications - Lecture 1: Adaptive strategies for Multilevel Monte Carlo]()
01:46:09publiée le 1 août 2017Multilevel and multi-index sampling methods with applications - Lecture 1: Adaptive strategies for Multilevel Monte Carlo
De Raul Tempone
![Least squares regression Monte Carlo for approximating BSDES and semilinear PDES]()
01:46:24publiée le 1 août 2017Least squares regression Monte Carlo for approximating BSDES and semilinear PDES
De Plamen Turkedjiev
