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01:01 Krzysztof Kepczynski EVA Talk Preview Krzysztof Kepczynski EVA Talk Preview	Krzysztof Kepczynski EVA Talk Preview This talk has captions. You can remove these by pressing CC on the video toolbar. Name: Krzysztof Kepczynski Talk Title: Running supremum of Brownian motion in dimension 2: exact and asymptotic… eva icms theory solution data model motion running brownian dimension results pi probability fury problem motivation regimes threshold sars behaviour distribution objectives numbers constants sigma slide a2 a1 c2 From Anna Munro on May 25th, 2021 0 likes 2 plays 0 Licence Type All rights reserved Language English
59:19 One World Virtual Seminar Series - Stochastic… One World Virtual Seminar Series - Stochastic Numerics and Inverse Problems: Denis Talay (Inria and Ecole Polytechnique)	One World Virtual Seminar Series - Stochastic Numerics and Inverse Problems: Denis Talay (Inria and Ecole Polytechnique) Denis Talay (Inria and Ecole Polytechnique) Probability distributions of first hitting times of solutions to SDEs w.r.t. the Hurst parameter of the driving fractional Brownian noise: A sensitivity… icms brownian probability analysis sdes capital times formula expectation delta minus laplace respect power term function process operator transform trace star inequality diffusion naught motion From DIANE HORBERRY on February 10th, 2021 0 likes 36 plays 0 Publisher Diane Hoberry Licence Type All rights reserved Language English Date Created February 3rd, 2021

01:01

Krzysztof Kepczynski EVA Talk Preview

This talk has captions. You can remove these by pressing CC on the video toolbar. Name: Krzysztof Kepczynski Talk Title: Running supremum of Brownian motion in dimension 2: exact and asymptotic…

From Anna Munro on May 25th, 2021 0 likes 2 plays 0

Licence Type

Language

English

59:19

One World Virtual Seminar Series - Stochastic…

One World Virtual Seminar Series - Stochastic Numerics and Inverse Problems: Denis Talay (Inria and Ecole Polytechnique)

Denis Talay (Inria and Ecole Polytechnique) Probability distributions of first hitting times of solutions to SDEs w.r.t. the Hurst parameter of the driving fractional Brownian noise: A sensitivity…

From DIANE HORBERRY on February 10th, 2021 0 likes 36 plays 0

Publisher

Diane Hoberry

Licence Type

Language

English

Date Created

February 3rd, 2021

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