Video: Carlo Marinelli, "Singular perturbations and asymptotic expansions for SPDEs with an application to term structure models"

Video From 22w5172: Theory and Computational Methods for SPDEs

Carlo Marinelli, University College London

Thursday, September 15, 2022 08:00 - 08:59

Singular perturbations and asymptotic expansions for SPDEs with an application to term structure models

Carlo Marinelli, Video: Singular perturbations and asymptotic expansions for SPDEs with an application to term structure models

Carlo Marinelli, Singular perturbations and asymptotic expansions for SPDEs with an application to term structure models, Theory and Computational Methods for SPDEs, BIRS, BIRS talk, 22w5172, math, mathematics, video

Banff International Research Station

presentation

mpeg4

73M

http://www.birs.ca/events/2022/5-day-workshops/22w5172/videos

http://www.birs.ca/events/2022/5-day-workshops/22w5172/videos/watch/202209150800-Marinelli.html

Download this video (73M)