SAMM 2020: Learning Models from Data

Name: SAMM 2020: Learning Models from Data
Start: 2020-07-27T13:30:00+02:00
End: 2020-07-31T19:45:00+02:00
Location: Virtual event

Jul 27 – 31, 2020

Virtual event

Europe/Berlin timezone

Lecture/exercises 2

Jul 28, 2020, 2:00 PM

1h 30m

Lecture

Feliks Nüske (Paderborn University)

Stochastic Calculus
- Stochastic Integral and SDEs
- Ito’s Formula
- The Generator of an SDE
- Examples

There are no materials yet.