Video library: M. A. Urusov, A functional limit theorem and numerical approximation for irregular SDEs. Lecture 2

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School on Stochastics and Financial Mathematics
September 8, 2015 12:30–13:30, Sochy, Olympic Village

A functional limit theorem and numerical approximation for irregular SDEs. Lecture 2

M. A. Urusov

*Video records:*
	Flash Video	272.5 Mb
	Flash Video	1,632.6 Mb
	MP4	1,036.2 Mb
*Supplementary materials:*
	Adobe PDF	5.4 Kb

Number of views:
This page:	180
Video files:	53
Materials:	41

M. A. Urusov

Supplementary materials:

cosh_saw-eps-converted-to.pdf (5.4 Kb)

Series of lectures

A functional limit theorem and numerical approximation for irregular SDEs. Lecture 1
M. A. Urusov, September 8, 2015 11:30
A functional limit theorem and numerical approximation for irregular SDEs. Lecture 2
M. A. Urusov, September 8, 2015 12:30
A functional limit theorem and numerical approximation for irregular SDEs. Lecture 3
M. A. Urusov, September 10, 2015 11:30
A functional limit theorem and numerical approximation for irregular SDEs. Lecture 4
M. A. Urusov, September 10, 2015 12:30

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