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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
Linear-Quadratic Control of Stochastic Equations in a Hilbert Space with Fractional Brownian Motions
Presenter
- Tyrone Duncan
March 14, 2016
IMA
Functional Ito Calculus and Applications - Lecture 3: Functional Kolmogorov equations
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
Functional Ito Calculus and Applications - Lecture 2: Weak functional calculus and martingale representation
Presenter
- Rama Cont
May 15, 2015
IPAM
The many faces of stiffness, and how Runge-Kutta methods can overcome their challenges
Presenter
- Benjamin Seibold
July 25, 2025
ICERM
Geometric integrators for the Schrödinger equation: Splitting and Magnus integrators
Presenter
- Sergio Blanes
January 12, 2009
IMA
An efficient quantum algorithm for dissipative nonlinear partial differential equations
Presenter
- Konstantina Trivisa
March 19, 2025
IMSI
Operator Learning for History-Dependent and Multiscale Problems
Presenter
- Margaret Trautner
October 8, 2025
IMSI
Space-time parallel solvers based on multigrid-reduction-in-time and operator splitting methods
Presenter
- Laura Portero
July 23, 2025
ICERM
