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Linear-Quadratic Control of Stochastic Equations in a Hilbert Space with Fractional Brownian Motions
Presenter
- Tyrone Duncan
March 14, 2016
IMA
Multi-index Monte Carlo and Multi-index Stochastic Collocation
Presenter
- Raul Tempone
January 21, 2016
IPAM
Global stability of a flat interface for the gravity-capillary water-wave model
Presenter
- Benoit Pausader
October 26, 2015
SLMath
The large box limit of nonlinear Schrodinger equations in weakly nonlinear regime
Presenter
- Jalal Shatah
October 22, 2015
SLMath
Wave turbulence for the cubic Szegö equation and beyond
Presenter
- Patrick Gerard
October 19, 2015
SLMath
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