L 9. Euler-Maruyama and Milstein schemes. Stratonovich integral
1:27:14
Lecture 8. Weak solutions and pathwise uniqueness. Ito-Taylor expansion. Consistency for SDEs.
1:25:13
Lecture 7. Levy's characterization of BM. Time change in stochastic integrals. Tanaka's formula.
16:45
Un número elevado a la potencia de una matriz - Numberphile
1:02:55
Y. Kinderknecht. Physical origin of fractional Brownian motion in the models of anomalous diffusion.
55:50
Pierre Albin - An introduction to KK-theory (1/7/25, KK+H workshop)
1:21:49
M. Vovchanskii. Lecture 5. Ito formula (cont.). Examples. Solution of a SDE. Existence theorem
59:06
Kateryna Hlyniana. Lecture 1. Introduction to point processes.
1:01:07