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Functional Ito Calculus and Applications - Lecture 4: Application to Forward-Backward stochastic differential equations
Presenter
- Rama Cont
May 15, 2015
IPAM
Functional Ito Calculus and Applications - Lecture 3: Functional Kolmogorov equations
Presenter
- Rama Cont
May 15, 2015
IPAM
Functional Ito Calculus and Applications - Lecture 2: Weak functional calculus and martingale representation
Presenter
- Rama Cont
May 15, 2015
IPAM
Functional Ito Calculus and Applications - Lecture 1: Pathwise calculus for non-anticipative functionals
Presenter
- Rama Cont
May 15, 2015
IPAM
Discretization of Advection-Diffusion of Magnetic Fields
Presenter
- Ralf Hiptmair
October 23, 2014
IMA