Search for tag: "drift"

Julian Holzermann Student Talks

30 Aug- 03 Sept 2021 ICMS hosted the European Summer School in Financial Mathematics 14th Edition Term Structure Modeling under Volatility Uncertainty Julian Holzermann (Bielefeld University)Student…

From  OLLIE Quinn 0 likes 14 plays 0  

Extremes of Stochastic Processes: Lanpeng Ji

This talk has been automatically captioned. You can remove these by pressing CC on the video toolbar. Name: Lanpeng Ji Talk Title: Extrema of multi-dimensional Gaussian processes over random…

From  Belle Taylor 0 likes 16 plays 0  

Extremes of Stochastic Processes: Konrad Krystecki

This talk has been automatically captioned. You can remove these by pressing CC on the video toolbar. Name: Konrad Krystecki Talk Title: Two-dimensional ruin for Brownian motions with drift…

From  Belle Taylor 0 likes 12 plays 0  

Krzysztof Bisewski EVA Talk Preview

This talk has captions. You can remove these by pressing CC on the video toolbar. Name: Krzysztof Bisewski Talk Title: Bounds on the expected supremum of fractional Brownian motion with drift…

From  Anna Munro 0 likes 17 plays 0  

Konrad Krystecki EVA Talk Preview

This talk has captions. You can remove these by pressing CC on the video toolbar. Name: Konrad Krystecki Talk Title: Two-dimensional ruin for Brownian motions with drift dependant on initial…

From  Anna Munro 0 likes 9 plays 0  

One World Virtual Seminar Series - Stochastic Numerics and Inverse Problems: Mireille Bossy (INRIA)

Mireille Bossy (INRIA) SDEs with boundaries, modelling particle dynamics in turbulent flow.

From  DIANE HORBERRY 0 likes 99 plays 0  

PoS1 COVID 13.b

second part of thirteenth lecture

From  Alistair Isaac 0 likes 9 plays 0