MIT 18.S096 Topics in Mathematics with Applications in Finance, Fall 2013
View the complete course: ocw.mit.edu/18-S096F13
Instructor: Choongbum Lee
This lecture covers the topic of stochastic differential equations, linking probability theory with ordinary and partial differential equations.
00:21 - Stochastic Differential Equations
21:15 - Numerical methods
42:27 - Heat Equation
License: Creative Commons BY-NC-SA
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Негізгі бет 21. Stochastic Differential Equations
Пікірлер: 80