Video: Thomas Cass, "Generalisations of the Ito-Stratonovich conversion formula using rough paths"

Video From 18w5129: Theoretical and Applied Stochastic Analysis

Thomas Cass, Imperial College London

Tuesday, September 11, 2018 11:01 - 11:27

Generalisations of the Ito-Stratonovich conversion formula using rough paths

Thomas Cass, Video: Generalisations of the Ito-Stratonovich conversion formula using rough paths

Thomas Cass, Generalisations of the Ito-Stratonovich conversion formula using rough paths, Theoretical and Applied Stochastic Analysis, BIRS, BIRS talk, 18w5129, math, mathematics, video

Banff International Research Station

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76M

http://www.birs.ca/events/2018/5-day-workshops/18w5129/videos

http://www.birs.ca/events/2018/5-day-workshops/18w5129/videos/watch/201809111101-Cass.html

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