Media Summary: In this video, we'll finally start to tackle one of the main ideas of In the second part we show how the classical result can be used also for SDEs with drift that may be discontinuous and diffusion ... Lecture for the course Statistical Physics (Master on Plasma Physics and Nuclear Fusion). Universidad Complutense de Madrid.
Stochastic Differential Equations For Quant - Detailed Analysis & Overview
In this video, we'll finally start to tackle one of the main ideas of In the second part we show how the classical result can be used also for SDEs with drift that may be discontinuous and diffusion ... Lecture for the course Statistical Physics (Master on Plasma Physics and Nuclear Fusion). Universidad Complutense de Madrid.
