59:19 duration 59 minutes 19 seconds
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…