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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
Production of dissipative vortices by solid bodies in incompressible fluid flows: comparison between Prandtl, Navier-Stokes and Euler solutions
Presenter
- Marie Farge
October 1, 2014
IPAM
Frequency functions, monotonicity formulas, and the thin obstacle problem
Presenter
- Donatella Danielli
March 4, 2013
IMA
Optimization-based computational modeling, or how to achieve better predictiveness with less complexity
Presenter
- Pavel Bochev
November 5, 2010
IMA
Random N-Particle Klimontovich-Maxwell System: Probabilistic Analysis, Fluctuations from Mean and Ecker Hierarchy
Presenter
- James Ellison
January 25, 2017
IPAM
