Search for tag: "brownian"

Extremes of stochastic processes: Tomasz Rolski

This talk has been automatically captioned. You can remove these by pressing CC on the video toolbar. Name: Tomasz Rolski Talk Title: Multivariate extremes for correlated Brownian motions with…

From  Belle Taylor on June 29th, 2021 0 likes 64 plays 0  

Extremes of stochastic processes: Krzysztof Bisewski

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

From  Belle Taylor on June 29th, 2021 0 likes 59 plays 0  

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 8 plays 0  

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 43 plays 0